Time Series and Forecasting

CAS MA 585

Autocorrelation and partial autocorrelation functions; stationary and nonstationary processes; ARIMA and Seasonal ARIMA model identification, estimation, diagnostics, and forecasting. Modeling financial data via ARCH and GARCH models. Volatility estimation; additional topics, including long-range dependence and state-space models.

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A1 Gangopadhyay PHO 211 TR 11:00 am-12:15 pm

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A2 Gangopadhyay CAS 322 T 3:35 pm-4:25 pm

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A3 Gangopadhyay CAS 322 W 4:40 pm-5:30 pm

SPRG 2018 Schedule

Section Instructor Location Schedule Notes
A4 Gangopadhyay CAS 324 W 3:35 pm-4:25 pm

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.