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
Section:
701
Class number:
15521
Meeting time:
Th
5:45PM
-
9:00PM
Location:
LEWIS 01111
at
Loop Campus
Instructor:
N/A
Section:
710
Class number:
15522
Meeting time:
-
Location:
N/A
at
Online Campus
Instructor:
N/A
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
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
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
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
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
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
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