1. Introduction and Context
2. A Review of Basic Statistics Concepts and the Linear Regression Model
3. Statistics and Time Series
4. Tools of the Forecaster
5. Understanding Linear Dependence: A Link to Economic Models
6. Forecasting with Moving Average (MA) Processes
7. Forecasting with AutoRegressive (AR) Processes
8. Forecasting Practice: Modeling San Diego House Price Index
9. Assessment of Forecasts and Combination of Forecasts
10. Forecasting the Long Run: Deterministic and Stochastic Trends
11. Forecasting with a System of Equations: Vector AutoRegression
12. Forecasting the Long Run and the Short Run Jointly: Cointegration and Error Correction Models
13. Forecasting Volatility I
14. Forecasting Volatility II
15. Financial Applications of Time-varying Volatility
16. Forecasting with Nonlinear Models
Biography
Gloria Gonzalez-Rivera, University of California Riverside, USA
