Simon Fraser University
Engaging the World

Course Outlines

Fall 2025 - STAT 485 E100

Applied Time Series Analysis (3)

Class Number: 7126

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 3 – Dec 2, 2025: Mon, 4:30–5:50 p.m.
    Burnaby

    Sep 3 – Dec 2, 2025: Thu, 4:30–5:50 p.m.
    Burnaby

  • Exam Times + Location:

    Dec 10, 2025
    Wed, 7:00–10:00 p.m.
    Burnaby

  • Prerequisites:

    STAT 260 and one of STAT 285 or STAT 302 or STAT 305 or ECON 333 or equivalent, with a minimum grade of C-.

Description

CALENDAR DESCRIPTION:

Introduction to linear time series analysis including moving average, autoregressive and ARIMA models, estimation, data analysis, forecasting errors and confidence intervals, conditional and unconditional models, and seasonal models. Students with credit for ECON 484 may not take this course for further credit. Quantitative.

COURSE DETAILS:

Outline:

  1. Introduction and overview.
  2. Moving average models: properties, estimation, prediction.
  3. Autoregressive models: properties, estimation, prediction.
  4. ARMA models.
  5. ARIMA models.
  6. Seasonal models.
  7. Special topics, time permitting.

Grading

  • Homework and tutorial assignments 20%
  • Midterm 1 20%
  • Midterm 2 20%
  • Final exam 40%

NOTES:

Above grading is subject to change.

Materials

MATERIALS + SUPPLIES:

Computer and statistical software package R

REQUIRED READING:

Time Series Analysis with Applications in R (2nd ed.) by Jonathan D. Cryer and Kung-Sik Chan. Publisher: Springer

Book is available online for free through the SFU Library

E-Book ISBN: 978-0-387-75959-3
Hardcover ISBN: 978-0-387-75958-6
Softcover ISBN: 978-1-4419-2613-5

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Department Undergraduate Notes:

Students with Disabilities:
Students requiring accommodations as a result of disability must contact the Centre for Accessible Learning 778-782-3112 or caladmin@sfu.ca.  


Tutor Requests:
Students looking for a tutor should visit https://www.sfu.ca/stat-actsci/all-students/other-resources/tutoring.html. We accept no responsibility for the consequences of any actions taken related to tutors.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

At SFU, you are expected to act honestly and responsibly in all your academic work. Cheating, plagiarism, or any other form of academic dishonesty harms your own learning, undermines the efforts of your classmates who pursue their studies honestly, and goes against the core values of the university.

To learn more about the academic disciplinary process and relevant academic supports, visit: 


RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.