シラバス参照

講義概要／Course description

科目一覧へ戻る

2012/09/20 現在

科目基礎情報／Course information

開講元学部／Faculty	国際教養学部／FACULTY OF LIBERAL ARTS
開講元学科／Department
登録コード／Registration Code	AIBE4760
期間／Period	2012年度／Academic Year 　　秋学期／AUTUMN
曜限／Period	月/Mon　3 , 木/Thu　3
科目名／Course title	BUS AND ECON FORECASTING*／BUS AND ECON FORECASTING
教員表示名	OZAKI Valerie
主担当教員名／Instructor	尾崎　ヴァレリー／OZAKI VALERIE
単位数／Credits	4
更新日／Date of renewal	2012/02/28

講義概要情報／Course description 　　　[top]　[outline]　[bottom]

講義概要 ／Course description	One of the most important uses of statistics in business and economics is to forecast future business and economic conditions. This course considers business and economic forecasting using various approaches such as multiple regression models, Box-Jenkins ARIMA modeling, and econometric models. Prerequisite: IBE340 (Economic Statistics) or equivalent
他学部・他研究科受講可否 ／Other departments' students	可／Yes ※要覧記載の履修対象とする年次を確認すること。 Please make sure to confirm the student year listed in the bulletin.
評価基準・割合 ／Evaluation	レポート／Report　（50.0％） 秋学期学期末試験（定期試験期間中）／Autumn Semester final exam(during exam period)　（25.0％） 中間試験／Mid-term exam　（25.0％）
テキスト1／Textbooks1	著者名／Authors　：Hanke and Wichern - 9th edition 書名／Title　：Business Forecasting 出版社・出版年／Publisher.Year　：Pearson (International Edition). 2009
テキスト2／Textbook2	著者名／Authors　：Hall, Griffiths and Lim - 3rd edition 書名／Title　：Principles of Econometrics (on reserve in the library) 出版社・出版年／Publisher.Year　：Wiley. 2008
テキスト3／Textbook3	著者名／Authors　：Hall, Griffiths and Lim - 3rd edition 書名／Title　：Using EViews for Principles of Econometrics (on reserve in the library) 出版社・出版年／Publisher.Year　：Wiley. 2008
参考書／Readings	自由記述／Free Text　：Readings will be posted on Moodle
参考書1／Readings1	著者名／Authors　：Gerald Keller 書名／Title　：Managerial Statistics - 8th edition (on reserve in the library) 出版社・出版年／Publisher.Year　：South-Western. 2009
必要外国語 ／Required foreign languages	English
講義概要HP URL ／URL of syllabus or other information	http://nakama.cc.sophia.ac.jp/course/view.php?id=175

講義スケジュール／Schedule 　　　[top]　[outline]　[bottom]

授業計画／Class schedule

1.The syllabus and class schedule will be posted on Moodle and handed out in the first class. Introduction to Time Series 2.Simple Linear Regression (Chapter 6), (Hill et. al., Chapters 2) •Review and extensions of material studied in IBE340 3.Simple Linear Regression (Chapter 6), (Hill et. al., Chapters 2) •Review and extensions of material studied in IBE340 4.Multiple Regression Analysis (Chapter 7), (Hill et. al., Chapters 5, 6) •Review and extensions of material studied in IBE340 5.Multiple Regression Analysis (Chapter 7), (Hill et. al., Chapters 5, 6) •Review and extensions of material studied in IBE340 6.Multiple Regression Analysis (Chapter 7), (Hill et. al., Chapters 5, 6) •Review and extensions of material studied in IBE340 7.Multiple Regression Analysis (Chapter 7), (Hill et. al., Chapters 5, 6) •Review and extensions of material studied in IBE340 8.Multiple Regression Analysis (Chapter 7), (Hill et. al., Chapters 5, 6) •Review and extensions of material studied in IBE340 9.Regression with Time Series data (Chapter 8) •Autocorrelated errors, spurious regression, Durbin-Watson test (Hill et. al., Chapter 9) 10.SCHOOL HOLIDAY 11.Regression with Time Series data (Chapter 8) •Autocorrelated errors, spurious regression, Durbin-Watson test (Hill et. al., Chapter 9) 12.Regression with Time Series data (Chapter 8) •Autocorrelated errors, spurious regression, Durbin-Watson test (Hill et. al., Chapter 9) 13.Introduction to Box-Jenkins ARIMA Methodology (Chapter 9) •Stationarity, autocorrelation function 14.MID-TERM 15.Box-Jenkins ARIMA Methodology (Chapter 9) •Autoregressive and moving average processes 16.Box-Jenkins ARIMA Methodology (Chapter 9) •Autoregressive and moving average processes 17.Box-Jenkins ARIMA Methodology (Chapter 9) •ARMA models, Trends, Seasonality •Model fitting and checking 18.Box-Jenkins ARIMA Methodology (Chapter 9) •ARMA models, Trends, Seasonality •Model fitting and checking 19.Box-Jenkins ARIMA Methodology (Chapter 9) •ARMA models, Trends, Seasonality •Model fitting and checking 20.Box-Jenkins ARIMA Methodology (Chapter 9), (Hill et. al., Chapter 13), (Enders, Chapter 4) •Trends, seasonality, tests for unit roots 21.Box-Jenkins ARIMA Methodology (Chapter 9), (Hill et. al., Chapter 13), (Enders, Chapter 4) •Trends, seasonality, tests for unit roots 22.Volatility, ARCH models (Hill et. al., Chapter 14), (Enders, Chapter 3) 23.Volatility, ARCH models (Hill et. al., Chapter 14), (Enders, Chapter 3) 24.Multivariate time series models - Vector Autoregressive (VAR) Model (Chapter 5, Enders), (Hill et. al., Chapter 13) 25.Multivariate time series models - Vector Autoregressive (VAR) Model (Chapter 5, Enders), (Hill et. al., Chapter 13) 26.Cointegration, Vector error correction models (VEC) (Hill et. al., Chapter 13), (Chapter 6, Enders) 27.Cointegration, Vector error correction models (VEC) (Hill et. al., Chapter 13), (Chapter 6, Enders) 28.Panel Data Models (Hill et. al., Chapter 15) 29.Panel Data Models (Hill et. al., Chapter 15)