Fuqua
School of Business
Duke
University
This web site at the
link given above contains notes and materials for an advanced elective course
on statistical forecasting that was taught for many years at the Fuqua School
of Business, Duke University. It covers linear regression and time series
forecasting models as well as general principles of thoughtful data analysis.
The time series material is illustrated with output produced by Statgraphics, a statistical software
package that is highly interactive and has good features for testing and
comparing models, including a parallel-model forecasting procedure that I
designed many years ago. The material on multivariate data analysis and linear
regression is illustrated with output produced by RegressIt, a free Excel add-in
which I also designed. However, these notes are platform-independent. Any
statistical software package ought to provide the analytical capabilities
needed for the various topics covered here.