Welcome to Econ/Fin250a

These notes and R code are part of a one semester forecasting course taught at the International Business School at Brandeis University.

You are free to use these, but please acknowledge their use as,

LeBaron, Blake, Forecating in Finance and Economics, Lecture Notes, International Business School Brandeis University.

I would also like to acknowledge the work of Rob J Hyndman at Monash University. He is the author of the forecast package in R which is essential to what we will be doing in this class. His online textbook, Forecasting: Principles and Practice, (with George Athanasopoulos) is also used in this class.

Also, a few examples are taken from Practical Time Series Forecasting with R, by Schmueli and Lichtendahl, which is the primary textbook for the class. Both these texts are important for following along in this class.

Indices and tables