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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.

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276 - 300 of 441 Reviews for Practical Time Series Analysis


Jun 6, 2019

Amazing Course!

By Marek D

Jan 26, 2020

Great content!

By Yuen T C

Jun 28, 2018

Very practical

By Deleted A

Jun 5, 2018

Amazing course

By Ashutosh M

Jan 5, 2021

best course..

By 刘思航

Oct 24, 2018

very helpful!

By Yu Q

Jul 18, 2018

Very helpful!

By Gabriel A C N

Jun 21, 2020


By Juan L R A

May 27, 2020

Nice course

By Moises B J

May 10, 2021


By Roberto G A

May 23, 2019


By José E H M

Jun 2, 2022

Muy bien

By Alireza P

Jul 22, 2020


By ِِِAli A A

Jul 16, 2020


By Douglas B P

Sep 2, 2018


By Cathy D

May 22, 2018


By Alla E G

Jan 18, 2020


By Mehrpouran, S (

Jan 18, 2022



Jul 31, 2021


By Ganesh

Jun 4, 2020


By Aditi D

Aug 5, 2022


By D. R

Nov 9, 2019

I'm in week 5, and I think that this course is interesting and you learn from it. However it is done in a somewhat sloppy manner, to my taste.

My biggest problem is the notations and equations are a bit of mess. Beta's in one equation are replaced with phi's in another (sometimes in the same "lecture" slides) or theta's - there's just no real coherent notation. The formulas are brushed through, and they contain mistakes (a product of this sloppy notations), e.g. pi(beta) is missing the beta (which is what it depends on! week5, ARMA properties and a little theory). The R code is also sloppy, for example you see them setting variables in the first cell, and then never using them in the next cell. Or calculating variance using a cumbersome call to an acf function telling it to bring back the autocovariance, and taking the first term. TL;DR - It's just sloppy.

There are no exercises, but the quizzes contain some code you can run. Not enough for really drilling the material into you, though.

In general, I think this course could really improve, and I would like to see it do so. As a general introduction to the topic it might be decent enough.

By Andrea G

Oct 31, 2021

This course is difficult as it's not the typical hands on practice with R that you can find anywhere on the web but it goes deep into the math and statistics to let you see and understand what's behind the calls to the automatic routines that at the end we will use. 4 stars are motivated for two reasons: 1. there are some issues here and there with labs and R code 2. I would have preferred a direct-line with teachers and tutors because honestly there are some topics that raise questions and require clarifications but as far as I could see nobody answers questions in the community forum and therefore I found myself going outside of the course to find answers on the web or back to math books which is good if you are persistent but it slows down the overall speed of the learning and the course. So my proposal to coursera : why don't give the possibility (maybe paying for their time) to interact with teachers ?

By Murray S

Apr 22, 2021

Judging by some of the comments left in the Discussion Forums, the course name may be a bit of a misnomer. I think the term "practical" conveys more of a hands-on applied focus (using software tools to diagnose and estimate various time series), rather than a more theoretical approach. While there are numerous examples provided, there's also a sizeable theoretical component. While it's certain arguable that setting students loose with software tools and no understanding of the basis of their development is also dangerous, I think "Time Series Analysis" or "Time Series Analysis Fundamentals" might be a better title for the course.

That being said, the course met my objectives. There are a number of links to datasets that are obsolete; it would be good if these were updated, rather than having to spend time tracking them down on the Internet.

By Ron M C

Sep 8, 2019

Professors obviously know their stuff and work to outline all the math fairly logical. The title, "Practical Time Series" is a little lost on the actual workload. I am finishing week 3 and I have yet to find anything 'practical' about the course. i'm very intrigued about the math, it is interesting and challenging, but i felt like the discussion in week 1 about all of the data sets we were going to use was a tease.

I would be better able to absorb (not just learn it long enough to ace the quizzes) the material if for each concept there was a practical application of the concept to one or more of the data sets that were made available to us. Because we don't, I often find myself in my own head, searching for applications, and thus not fully paying attention to the videos, which then I have to go back and watch multiple times.