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Course Info

CSC 425: Time Series Analysis and Forecasting

The course introduces students to statistical models for time series analysis and forecasting. The course topics include: autocorrelated data analysis, Box-Jenkins models (autoregressive, moving average, and autoregressive moving average models), analysis of seasonality, volatility models (GARCH-type, GARCH-M type, etc.), forecasting evaluation and diagnostics checking. The course will emphasize applications to financial data, volatility modeling and risk management. Real examples will be used throughout the course. PREREQUISITE(S): CSC 423 or MAT 456 or consent of instructor

Winter 2014-2015

Section: 801
Class number: 20112
Meeting time: Th 5:45PM - 9:00PM
Location: CDM 00224 at Loop Campus
Section: 810
Class number: 20113
Meeting time: -
Location: N/A at Online Campus

Fall 2014-2015

Section: 701
Class number: 10573
Meeting time: Th 5:45PM - 9:00PM
Location: CDM 00216 at Loop Campus
Section: 710
Class number: 10574
Meeting time: -
Location: N/A at Online Campus

Winter 2013-2014

Section: 801
Class number: 20130
Meeting time: W 5:45PM - 9:00PM
Location: CDM 00226 at Loop Campus
Section: 810
Class number: 20131
Meeting time: -
Location: N/A at Online Campus

Fall 2013-2014

Section: 701
Class number: 15521
Meeting time: Th 5:45PM - 9:00PM
Location: CDM 00216 at Loop Campus
Section: 710
Class number: 15522
Meeting time: -
Location: N/A at Online Campus

Winter 2012-2013

Section: 801
Class number: 24225
Meeting time: W 5:45PM - 9:00PM
Location: CDM 00216 at Loop Campus
Section: 810
Class number: 24226
Meeting time: -
Location: N/A at Online Campus

Winter 2011-2012

Section: 801
Class number: 23728
Meeting time: W 5:45PM - 9:00PM
Location: CDM 00216 at Loop Campus
Section: 810
Class number: 23729
Meeting time: -
Location: N/A at Online Campus

Winter 2010-2011

Section: 801
Class number: 23610
Meeting time: W 5:45PM - 9:00PM
Location: CDM 00200 at Loop Campus
Section: 810
Class number: 23818
Meeting time: -
Location: N/A at Online Campus

Winter 2009-2010

Section: 801
Class number: 20059
Meeting time: W 5:45PM - 9:00PM
Location: CDM 00218 at Loop Campus
Section: 810
Class number: 20060
Meeting time: -
Location: N/A at Online Campus

Winter 2008-2009

Section: 801
Class number: 22599
Meeting time: Th 5:45PM - 9:00PM
Location: CDM 00200 at Loop Campus
Section: 810
Class number: 22600
Meeting time: -
Location: N/A at Online Campus

Fall 2007-2008

Section: 701
Class number: 12363
Meeting time: Tu 5:45PM - 9:00PM
Location: CDM 00216 at Loop Campus
Section: 710
Class number: 12364
Meeting time: -
Location: N/A at Online Campus

Fall 2006-2007

Section: 701
Class number: 13265
Meeting time: Tu 5:45PM - 9:00PM
Location: LEWIS 01214 at Loop Campus
Section: 710
Class number: 13782
Meeting time: -
Location: N/A at Online Campus