UNIVERSITY OF TORONTO 
ECO374: Forecasting and Time Series Econometrics 
Comprehensive Study and Exam Preparation Guide 2025 
 
Part 01. Revision Notes 
Part 02. Practice Examination Paper 
Part 03. Detailed Solutions and Explanations 
Part 04. Proven Exam Strategies and Tips 
 
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(U of T) ECO374: Forecasting and Time Series Econometrics

C$25.00

ACADEMIC YEAR 2025 - 2026

University	University of Toronto
Course Code	ECO374
Course Name	Forecasting and Time Series Econometrics
Notes Title	Comprehensive Study and Exam Prep. Guide
Format	PDF
Page Length	69

Your all-in-one guide for ECO374: Forecasting and Time Series Econometrics at U of T. Built for self-study, it walks from core concepts to applied forecasting with clear explanations, worked examples, and clean diagrams. You’ll get exam strategies, practice questions with step-by-step solutions, and tips to avoid common pitfalls, so you can focus on what matters most. Updated for the latest course content, it helps you review efficiently and practice under exam-like conditions. Use it to reinforce lecture material, sharpen problem-solving, and head into exam day with confidence.

This course, ECO374: Forecasting and Time Series Econometrics course aims to equip students with a solid theoretical and practical foundation in forecasting and time series analysis. Focusing on the statistical foundations and economic applications of modeling stochastic processes, the course draws key examples from business and financial economics.

On completion of this course, you will be expected to be able to:

Understand the basics of time series econometrics and forecasting.
Learn the statistical foundations of stochastic processes.
Explore ARMA models and their applications.
Gain knowledge of neural networks and machine learning in time series analysis.
Study Vector Autoregression (VAR) and Vector Error Correction (VEC) models.
Analyze and model volatility in economic and financial data.
Acquire practical experience with economic and financial data.

COURSE CODE	COURSE NAME
ACT240	Mathematics of Investment & Credit
ECO101	Principles of Microeconomics
ECO102	Principles of Macroeconomics
ECO206	Microeconomic Theory
ECO220	Introduction to Data Analysis & Applied Econometrics
ECO227	Foundations of Econometrics
ECO372	Data Analysis & Applied Econometrics in Practice
ECO374	Forecasting and Time Series Econometrics
ECO375	Applied Econometrics I
EEB225	Biostatistics for Biological Sciences
MGM390	Business Law
PSY201	Statistics I
RSM219	Introduction to Financial Accounting
RSM220	Intermediate Financial Accounting I
RSM221	Intermediate Financial Accounting II
RSM222	Management Accounting I
RSM225	Legal Environment of Business I
RSM230	Financial Markets
RSM250	Principles of Marketing
RSM260	Organizational Behaviour
RSM332	Capital Market Theory
RSM333	Corporate Finance
RSM336	Investments
RSM433	Advanced Corporate Finance
RSM435	Futures and Options Markets
SOC202	Introduction to Quantitative Methods in Sociology
STA220	The Practice of Statistics I

(U of T) ECO374: Forecasting and Time Series Econometrics

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