Project #77488 - Econ project

The course project will concentrate on the application of the techniques taught during the term a time series of your own choice. You are required to apply the statistical techniques and econometric methods taught in the course to a time‑series of your own area of research interest. Select a time‑series, collect data (preferably quarterly) for the selected variable and the related variables, and apply the techniques as course proceeds. You are required to report a summary of your work and the results as they progress. The idea of this assignment is to practice every piece of techniques learned in this course by applying them to a single time series. You start with plotting a scatter diagram of your data and by eyeballing it for trend, seasonality, cyclicality, auto-regression and other components of a time series and proceed to hypothesis testing and estimating a single-equation linear regression model. Finally, you use your regression model for in-sample and out-of-sample forecasting. At every stage you are required to make a summary of the results and report it. At the end of the term you are required to submit the portfolio of your work, including all the computer print outs and individual summary reports. Your final paper will include a summary of all the work done

Subject Science
Due By (Pacific Time) 07/27/2015 11:00 am
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