Note: when downloading Eviews workfiles, right click and choose "Save target as." Be sure to save it with a .wf1 extension.

Datasets to accompany Diebold, Elements of Forecasting, 4th ed. . (click "Complete Data Sets" and follow the instructions.)

Forecast Accurancy worksheet used in class 1/14/09.
Hawaii visitor data used in class 1/28/10 (Eviews workfile).
Capital.dat file for problem set 5 (text file).
U.S.Consumption and GDP data used in class 4/15/10 (Eviews workfile).
Evaluation of alternative Hawaii visior forecasts used in class 4/22/10 (Eviews workfile).

Klein Model 1: Eviews file used in class 4/1/10.
       Eviews model description (Robert Dixon, U Melbourne)
       Lawrence R. Klein, "Economic Fluctuations in the United States, 1921-1941," Cowles Commission Monograph No. 11, 1950.

Select Powerpoints

Lecture 2: Diebold's 6 Considerations
Lectures 3 & 4: Regression and statistics review
Lecture 6: Selecting among alternative forecasting models
Lecture 7: Modeling Seasonality
Lecture 11: Moving average models
Lecture 12: Autoregressive models
Lecture 13: ARMA models
Lecture 14: Forecasting with MA models
Lecture 15: Forecasting with AR models
Lecture 16: Stability tests
Lecture 17: Intro to multivariate models
Lecture 18: Intro to VARs
Lecture 19: Impulse Response analysis
Lecture 20: Econometric Forecasting Models
Lecture 21: Non-stationary data
Lecture 22: Statistical properites of non-stationary series; forecasting
Lecture 23: Intro to Cointegration
Lecture 24: Forecast Evaluation

Midterm Exam Answer Key

Final Exam from Fall 2007
Example answers