This course provides students with an overview of modern techniques in the forecast of time series used in a variety of applications in the private and public sectors including revenue and sales forecasting. Asan applied course the techniques will be motivated by specific practical problems and will be put to use in forecasting practices. The course covers auto-regressive and moving average models, distributed lag models, forecasting, Vector Auto-Regression, unit roots and testing, and auto-regressive conditional heteroskedasticity.