Stud.IP Uni Oldenburg
University of Oldenburg
21.10.2019 22:49:08
wir875 - Forecasting Methods
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Module label Forecasting Methods
Module code wir875
Credit points 6.0 KP
Workload 180 h
Faculty/Institute Department of Business Administration, Economics and Law (Business Administration and Business Education)
Used in course of study
  • Master's Programme Business Administration, Economics and Law (Master) >
  • Master's Programme Business Informatics (Master) >
Contact person
Module responsibility
Authorized examiners
Entry requirements
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
Language of instruction German
Duration (semesters) 1 Semester
Module frequency halbjährlich
Module capacity unlimited
Modullevel ---
Modulart je nach Studiengang Pflicht oder Wahlpflicht
Lern-/Lehrform / Type of program
Vorkenntnisse / Previous knowledge
Course type Comment SWS Frequency Workload attendance
Lecture 2.00 28 h
Exercises 2.00 28 h
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