STAT 5170

Time series is a difficult subject in statistics and highly technical in terms of mathematics used. This class teaches mostly how to look at time series data and apply ARMA modeling techniques. Multi-variate vector autoregression and GARCH modeling were touched on at the end of the course. Problem sets come from the book and can be quite tedious to work out, especially the proof based questions. Getting the correct answers on your own takes a long time, but you can work in groups, which helps and grading is rather lenient (see the above distribution). The class had 6 HW problems sets, the lowest 2 scored are dropped, 1 midterm, a final project, and a final exam. Not that hard of a class to pass, but I had hoped we'd spend more time on applications and take-away skills rather than working cumbersome proofs.