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The State University of New York

Practical Time Series Analysis

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!

Status: R Programming
Status: Statistical Modeling
IntermediateCourse26 hours

Featured reviews

NP

5.0Reviewed Oct 29, 2020

Very well instructed course. The teaching staff is phenomenal. Anybody trying to learn the basics of time series and develop a deep understanding will benefit alot from the course

SA

5.0Reviewed 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.

KW

5.0Reviewed Jan 25, 2022

G​ood (and somewhat rigorous) overview of TS analysis techniques. I found the lecture notes to be very helpful and the R labs to be very interesting. Overall, a great course!

RS

5.0Reviewed Mar 17, 2018

Really great lectures and clearly explaining the concepts and complicated models. In my opinion, a bit of practical applications of these models on Panel Data should be included.

MS

5.0Reviewed Feb 27, 2018

I have not completed the course yet, working on week 5. If you have some Math background, this course gives a good practical introduction to Time Series Analysis. I recommend it.

PS

4.0Reviewed Jan 4, 2022

Old course but gold. A little bit of background in basic statistics, algebra and programming is needed to be succesful in this course. Thank you for this great learning opputunity.

LD

4.0Reviewed Apr 21, 2025

overall pretty good a bit theoretical given the "practical" title, some notebooks and R-functions have slightly changed but nothing impossible to overcome for motivated students

VB

5.0Reviewed Aug 24, 2018

This is a phenomenal course if one wants to have a thorough understanding of how ARIMA forecasting is performed. On top of that, this course is absolutely free (with an option to buy). Thanks a lot !

HS

5.0Reviewed Jun 7, 2020

very good course with theortical explanation as well as practical implimentation.simulation of every model is very nice thing in the course that increase your understanding of the topic.

JC

5.0Reviewed Mar 13, 2018

Very good introduction to Time Series with R. Emphases on concepts rather than on dry math, but also precise as needed. Good supporting material and excellent professors.

JA

5.0Reviewed Apr 6, 2020

I really enjoyed learning this course. The videos were simple, and easy to follow, and the there were always supporting material available in the codes in notebook and in the

DP

4.0Reviewed Apr 21, 2018

I think I need support on the very last week, namely, week 6, on the very first quiz. I don't understand the answers on how they were derived but I was able to get the answers by repeating the quiz.

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