Stud.IP Uni Oldenburg
University of Oldenburg
27.10.2021 12:35:32
wir875 - Forecasting Methods (Complete module description)
Original version English Download as PDF
Module label Forecasting Methods
Module code wir875
Credit points 6.0 KP
Workload 180 h
Institute directory Department of Business Administration, Economics and Law (Business Administration and Business Education)
Applicability of the module
  • Master Applied Economics and Data Science (Master) > Empirical Methods
  • Master's Programme Business Administration, Economics and Law (Master) > Schwerpunkt "Unternehmensführung"
  • Master's Programme Business Administration, Economics and Law (Master) > Schwerpunkt "Volkswirtschaftslehre" (VWL)
  • Master's Programme Business Informatics (Master) > Module der Wirtschafts- und Rechtswissenschaften (Master)
  • Master's Programme Computing Science (Master) > Nicht Informatik
Responsible persons
Stecking, Ralf Werner (Module responsibility)
Lehrenden, Die im Modul (Authorized examiners)
Prerequisites
Skills to be acquired in this module
With successful completion of the course, students shall:
  • be aware of and be able to evaluate quantitative forecasting methods.
  • be able to select adequate methods in relevant fields of application, like time series and classification analysis.
  • be able to run computer-aided analyses and to interpret the results properly.
Module contents
Various aspects of quantitative forecasting methods such as:
  • Time series components,
  • Trend and seasonal methods,
  • Stationarity,
  • Multivariate forecasting methods,
  • Autoregressive and moving average processes,
  • Box-Jenkins method.
Reader's advisory
Abraham, B. und Ledolter, J. (2005): Statistical Methods for Forecasting, New York

Hamilton, J.D. (1994): Time series analysis, Princeton NJ

Kohler, U. und Kreuter, F. (2008): Datenanalyse mit Stata : allgemeine Konzepte der Datenanalyse und ihre praktische Anwendung, 3. Aufl., München

Kreiß, J.-P. und Neuhaus, G. (2006): Einführung in die Zeitreihenanalyse, Berlin

Makridakis, S., Wheelwright, S.C., MacGee, V.E. (1983): Forecasting : methods and applications, New York

Neusser, K. (2011): Zeitreihenanalyse in den Wirtschaftswissenschaften, 3. Aufl., Wiesbaden

Schira, J. (2016): Statistische Methoden der VWL und BWL, 5. Aufl., München

Schlittgen, R. und Streitberg, B.H.J. (2001): Zeitreihenanalyse, München

Schlittgen, R. (2001): Angewandte Zeitreihenanalyse, München

Thome, H. (2005): Zeitreihenanalyse, München
Links
Language of instruction German
Duration (semesters) 1 Semester
Module frequency halbjährlich
Module capacity unlimited
Modullevel / module level ---
Modulart / typ of module je nach Studiengang Pflicht oder Wahlpflicht
Lehr-/Lernform / Teaching/Learning method
Vorkenntnisse / Previous knowledge
Course type Comment SWS Frequency Workload of compulsory attendance
Lecture
2 28
Exercises
2 28
Total time of attendance for the module 56 h
Examination Time of examination Type of examination
Final exam of module
end of semester
written exam or
oral exam or
term paper or
seminar paper and presentation