FULLY SOLVED BOOK LASY 5 YEARS PAPERS SOLVED PLUS GUESS

Time Series Econometrics


UNIT-I
Business Forecasting: Business forecasting and planning, Common time series patterns, Types of forecasting
methods, Statistical fundamentals for evaluating forecasting.
UNIT-II
Univariate Smoothing Methods: Moving average, weighted moving average, Exponential smoothing, Seasonal
indexes, Trend-seasonal and Holt-Winters smoothing.
UNIT-III
Stationary Time Series Models: Stochastic process, Stationarity, Modelling AR, MA, ARM processes,
Deterministic and stochastic trends, unit roots, Testing unit roots – Dickey and Fuller, Phillips and Perron tests.
UNIT-IV
Multivariate Models: Intervention analysis, Transfer function models, VAR analysis –Estimation, Identification
and the Impulse response function. Long run Models: Cointegration – Eagle-Granger Methodology, Johanson
approach, Error correction models, Granger Causality, Exogeniety, Modelling Volatility: ARCH, GARCH, and
ARCH-M and EGARCH models