Chevron Left
Back to Practical Time Series Analysis

Learner Reviews & Feedback for Practical Time Series Analysis by The State University of New York

1,589 ratings

About the Course

Welcome to Practical Time Series Analysis! Many of us are "accidental" data analysts. We trained in the sciences, business, or engineering and then found ourselves confronted with data for which we have no formal analytic training. This course is designed for people with some technical competencies who would like more than a "cookbook" approach, but who still need to concentrate on the routine sorts of presentation and analysis that deepen the understanding of our professional topics. In practical Time Series Analysis we look at data sets that represent sequential information, such as stock prices, annual rainfall, sunspot activity, the price of agricultural products, and more. We look at several mathematical models that might be used to describe the processes which generate these types of data. We also look at graphical representations that provide insights into our data. Finally, we also learn how to make forecasts that say intelligent things about what we might expect in the future. Please take a few minutes to explore the course site. You will find video lectures with supporting written materials as well as quizzes to help emphasize important points. The language for the course is R, a free implementation of the S language. It is a professional environment and fairly easy to learn. You can discuss material from the course with your fellow learners. Please take a moment to introduce yourself! Time Series Analysis can take effort to learn- we have tried to present those ideas that are "mission critical" in a way where you understand enough of the math to fell satisfied while also being immediately productive. We hope you enjoy the class!...

Top reviews


Apr 6, 2021

It is a very good course which builds on the basics of time series and also covers more advanced topics like SARIMA. The course contains ample examples which helped me better understand the material.


Jan 23, 2020

Excelente, uno de los mejores cursos que he tomado. Lo más importante es que se practica muy seguido y hay examenes durante los vídeos. Si hay un nivel más avanzado de este tema, seguro que lo tomo.

Filter by:

401 - 425 of 441 Reviews for Practical Time Series Analysis

By Elias E

Apr 3, 2022

Good introduction to time series

By Udit G

Mar 2, 2019

Good, but can be more extensive.

By DropRooster

Mar 8, 2020

Great for beginners

By Yash G

Mar 25, 2019

Amazing course

By prateek g

Jan 1, 2019

Great content

By Kaumba C

Jan 22, 2022

Very helpful

By Kittipong T

Jul 30, 2022

Good course

By Vipin K

Jan 30, 2021

Good Course

By Wim

Jun 2, 2018





By Daniel M

May 30, 2020

The course is a good opportunity to learn and/or review basic concepts on time series modeling (e.g. ARMA, ARIMA). They are presented in a way that ideas are easily understood, but also covering enough detailed aspects. I really enjoyed lectures of Professor Sadigov as he usually derives all of the formulas presented.

However, there are many things in this course that I would urgently improve. Content is not properly sorted, so you can find concepts being mentioned before being introduced or concepts being introduced twice. Moreover, I have encountered errors in both slides and quizzes. Most of them had already been spotted by other users in the forums, but they have never been corrected. Indeed, course has not been reviewed for a while, so you will often struggle to get the data used in the lectures as links provided are no longer valid. Quizzes are also very simple, most of the time.

By Artem M

May 18, 2018

Contents of the course are very good. It provides a compact introduction to the most important statistical methods for time series estimation. Nevertheless, there are many mistakes in slides/exercises, necessity to download datasets instead of using predefined ones, and a great number of time series libraries to download when we could just use 2 of those, which is ok, but I took 1 star for it. The other star taken was because I think the course could still include more information on the theory of time series (yes, I understand that the name is PRACTICAL time series, but still), and more meaningful exercises. Most of those were pretty trivial.

By Miguel L

Sep 5, 2018

Overall, it is a pretty good course: in just a few weeks you are introduced to a satisfactory level of time series analysis with R even if your background in R and/or statistics is not that high. I have personally missed some more depth (even if optional: for example, providing additional optional readings, or creating an honours track with extra difficult assignments for motivated students). Instructors are pretty good but they should make an extra effort to be clearer and not to speed up too much: some more additional videos or just more time for each video covering the same content would be better.

By Sharon M

Feb 27, 2020

While this course was pretty thorough, it was way too mathematical and not nearly as applied as I would have expected a 'practical' course to be. It was also extremely frustrating that a large proportion of the forum messages went unanswered - I've never done a Coursera course before where there hasn't at least been a research assistance answering questions. You really had to try to follow everything yourself, and if you had a question, you had to find the answer yourself. A bit disappointing.

By Richelle A

Jul 21, 2019

It was a nice course, very informative. But week 3 simply had way too much matter in it in comparison with the previous 2 weeks which makes it difficult if you've set a timetable. Also, week 6 had poorly maintained data availability, and missing code. Lastly, the professors are absent from the discussions. There are unanswered doubts from longer than a year ago.

But if you dedicate enough time and effort, this course is pretty good.

By Kasra S

Nov 14, 2021

I think, most of the time the link between application and the theory is absent in this course. A significant emphasis is put on the formula and theory, but not enough connection to the real world. The last point, please be a story teller, and start with why?? why use this? why use that? motivate us and guide us through the process.

By Lyla F

Jan 24, 2020

It's decent for what it is - a course trying to balance theory with practicality. However, it uses R for the target implementation environment. That's fine, but as a matter of taste, I prefer python. Therefore, for me, the practicality aspect of the course wasn't the greatest, and that was its main selling point.

By Arman A

Oct 8, 2020

It is in R, making it rather limited for applications in industry, however using Python's statsmodel you should be able to keep up with the notes.

I was expecting a lot more theoretical explanation of the concepts rather than just demo'ing some R code and fitting some libraries to data.

By Rachel S

May 21, 2021

If you want to see a whole lot of proofs and have someone tell you complicated things are really simple and obvious, then this is the course for you. I wanted a class to teach me how to do the tasks at work. It spent a little bit of time on that and a WHOLE lot of time on the proofs.

By Christopher K

Nov 13, 2020

It was definitely a gentle and accessible introduction to time series analysis. I was hoping for something a little more comprehensive and challenging, however, and sound quality was sometimes poor. This would serve as good preparation for an introductory course on time series.

By Pablo C

Oct 14, 2018

Overall, this is a good course for beginners in time series analysis.

However, I wish they had go beyond the basics. I missed more advanced content, discussions between different forecasting techniques, multivariate forecasting...It is pretty basic.

By Herman d V

Nov 6, 2019

Very interesting course. For a 'practical' course, I did find it rather theoretical. Also, some links to downloadable data are missing and there are some small errors in the R scripts that are offered. Nonetheless a good course, I learned a lot!

By Loganathan S

Nov 20, 2020

The coding for the steps confusing and can follow how the tutor explained. I would like to suggest for the course coordinator to create a document on steps with coding for each model or test we want to run. Thank you.

By Andrew G

Jan 17, 2021

Good/thorough introduction to moving average, auto-regressive, intetgrade, and seasonal models as well as basic forecasting. Some of the labs don't work, as well as links, and the organization is messy in places.

By Alexander H

Dec 2, 2022

Without covering regression with exogenous factors, I don't feel prepared to apply these concepts in practice. But it was a good overview of the theoretical fundamentals of autoregressive processes.

By Jignesh K

Mar 29, 2021

If you have non-technical or not much aware of stats, you will probably face problems understanding the equation algebra. I think the tutor has to explain how to calculate with a manual example.