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Time series forecasting: Principles and practice

ETW3420

Synopsis

Obtaining reliable forecasts of business and economic variables is a challenging task that organisations face. With a focus on time series data, you will be introduced to forecasting methods commonly used in practice. These methods include the decomposition of time series, exponential smoothing, and ARIMA modelling. You can expect to enhance your computer skills with exercises using R.

Sourced from the Monash Handbook 2026.

Quick facts

Credit points
6
Level
3
Audience
Undergraduate
Type
Coursework
School
Faculty of Business and Economics
Faculty
Department of Econometrics and Business Statistics
Handbook year
2026

Prerequisites (5)

What it unlocks

Nothing in the visible graph depends on this unit.

Offerings (2)

  • First semesterMalaysia · ON-CAMPUS
  • Second semesterMalaysia · ON-CAMPUS

Listed in 2 areas of study

  • Econometrics and business statisticsCore units
  • Econometrics and business statisticsEconometrics and business statistics additional units