Course Info

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
  • Meeting time: M 5:45PM - 9:00PM
  • Location: N/A at Loop Campus
  • Instructor:

Section 741

Class number 15447
  • Meeting dates: 9/10/2025 - 11/25/2025
  • Meeting time: M 5:45PM - 9:00PM
  • Location: N/A at Loop Campus
  • Instructor:
  • Meeting dates: 9/10/2025 - 11/25/2025
  • Meeting time: M 5:45PM - 9:00PM
  • Location: Flex
  • 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

Section 841

Class number 25075
  • Meeting dates: 1/4/2025 - 3/21/2025
  • 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
    • CLOSED