Course Info

DSC 425: Time Series Analysis and Forecasting (Formerly CSC 425)

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): DSC 423 or MAT 456 or consent of instructor

Fall 2019-2020

Section: 701
Class number: 12986
Meeting time: Tu 5:45PM - 9:00PM
Location: CDM 00218 at Loop Campus
CLOSED
Section: 710
Class number: 12987
Meeting time: -
Location: ONLIN E0000 at Online Campus
CLOSED

Winter 2018-2019

Section: 801
Class number: 26545
Meeting time: Tu 5:45PM - 9:00PM
Location: LEWIS 01216 at Loop Campus
Section: 810
Class number: 26546
Meeting time: -
Location: ONLIN E0000 at Online Campus

Fall 2018-2019

Section: 701
Class number: 15755
Meeting time: Tu 5:45PM - 9:00PM
Location: CDM 00218 at Loop Campus
Section: 710
Class number: 15756
Meeting time: -
Location: N/A at Online Campus