We're still actively developing this site. If you encounter any issues, please report them! - Report an issue

TIME SERIES ANALYSIS

POLISCI 917
Course Description

This course introduces students to time series methods and applications, including ARMA models, error corrections models and reduced form specifications. Course also discusses co-integration and fractional integration.

Prerequisties
Satisfies

This course does not satisfy any prerequisites.

Credits

3

Offered

Occasionally

Grade Point Average
2.69

-12.13% from Historical

Completion Rate
68.75%

-15.82% from Historical

A Rate
56.25%

-11.18% from Historical

Class Size
16

33.33% from Historical

2025 Fall Grade Distribution

Instructors (2025 Fall)

Sorted by ratings from Rate My Professors

Similar Courses

APPLIED TIME SERIES ANALYSIS, FORECASTING AND CONTROL I

STAT 701

Theory and application of discrete time series models illustrated with forecasting problems. Principles of iterative model building. Representation of dynamic relations by difference equations. Autoregressive integrated Moving Average models. Identification, fitting, diagnostic checking of models. Seasonal model application to forecasting in business, economics, ecology, and engineering used at each stage, which the student analyzes using computer programs which have been specially written and extensively tested.

ECONOMIC FORECASTING

ECON 460

Introduction to econometric time series analysis, forecasting methods, and forecast evaluation. Covers theoretical, methodological, and applied topics, and much of the work will be hands-on data analysis.

INTRODUCTION TO TIME SERIES

STAT 349

Autocorrelation; stationarity and non-stationarity; heteroscedasticity; dynamic models; auto-regressive and moving average models; identification and fitting; forecasting; seasonal adjustment; applications for financial time series, social sciences and environmental studies.

TOPICS IN APPLIED ECONOMETRICS

ECON 718

Applied time series methods.

REGRESSION AND TIME SERIES FOR ACTUARIES

ACTSCI 654

Foundation of multiple regression and time series analysis with focus on business. Introduction to skills needed to become critical consumers of reports that are based on regression and time series analysis.