We apply classical forecasting techniques to a variety of financial time series. We apply the Box-Jenkins methodology to identify, estimate and diagnose a univariate time series. We apply the Dickey-Fuller procedure to test the validity of the purchasing power parity theory. We consider the results of the first lab and apply a variety of statistical tests to assess the performance of selected forecasting models. The content of the class is extremely valuable.
Presentation is outstanding.
Very comprehensive, very complete.