Simon Fraser University
Engaging the World

Course Outlines

Fall 2025 - STAT 685 G100

Applied Time Series Analysis (3)

Class Number: 7129

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 302 or STAT 305 or STAT 350 or STAT 604 or STAT 605 or ECON 333 or permission of instructor. Open only to graduate students in departments other than Statistics and Actuarial Science.

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.

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 lab assignments 20%
  • Midterm exam 1 20%
  • Midterm exam 2 20%
  • Final exam 40%

NOTES:

Above grading is subject to change.

Materials

MATERIALS + SUPPLIES:

Computer and statistical software package R

REQUIRED READING:

Required Textbook:

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.

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

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.