DSC
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.
DSC 423 or DSC 441 is a prerequisite for this class.
Fall 2025-2026
-
Section:
701
-
Class number:
15446
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Meeting time:
M
5:45PM
-
9:00PM
-
Location:
N/A
at
Loop Campus
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Instructor:
Winter 2024-2025
-
Section:
801
-
Class number:
25074
-
Meeting time:
W
5:45PM
-
9:00PM
-
Location:
CDM 00226
at
Loop Campus
-
Instructor:
John McDonald
| View syllabus
Spring 2023-2024
-
Section:
901
-
Class number:
35334
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
CDM 00200
at
Loop Campus
-
Instructor:
John McDonald
| View syllabus
-
Section:
930
-
Class number:
33239
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
Online: Sync-Classroom link
-
Instructor:
John McDonald
| View syllabus
Spring 2022-2023
-
Section:
901T
-
Class number:
40376
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
CDM 00200
at
Loop Campus
-
Instructor:
John McDonald
| View syllabus
-
Section:
930
-
Class number:
40518
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
Online: Sync-Classroom link
-
Instructor:
John McDonald
| View syllabus
Fall 2022-2023
-
Section:
701T
-
Class number:
18557
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
CDM 00202
at
Loop Campus
-
Instructor:
John McDonald
| View syllabus
-
Section:
710
-
Class number:
18558
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
Online: Sync-Classroom link
-
Instructor:
John McDonald
| View syllabus
Spring 2021-2022
-
Section:
901T
-
Class number:
42336
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
CDM 00200
at
Loop Campus
-
Instructor:
John McDonald
| View syllabus
-
Section:
930
-
Class number:
42532
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
Online: Sync-Classroom link
-
Instructor:
John McDonald
| View syllabus
Fall 2021-2022
-
Section:
701T
-
Class number:
4142
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
CDM 00202
at
Loop Campus
-
Instructor:
John McDonald
| View syllabus
-
Section:
710
-
Class number:
4143
-
Meeting time:
Tu
5:45PM
-
9:00PM
-
Location:
Online: Sync-Classroom link
-
Instructor:
John McDonald
| View syllabus
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