UNIVERSITY OF CALGARY 
STAT505: Time Series Analysis 
Comprehensive Revision Guide and Notes 2026 
 
- Part 01: About This Guide 
- Part 02: Sample Examination 
- Part 03: Suggested Solutions to Exam Paper 
- Part 04: Study Tips for Students 
 
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University of Calgary - STAT505: Time Series Analysis

C$25.00

ACADEMIC YEAR 2025 - 2026

University	University of Calgary
Study Level	Undergraduate
Course Code	STAT505
Course Name	Time Series Analysis
Notes Title	Comprehensive Revision Guide and Notes
Format	PDF
Page Length	30

This comprehensive exam guide helps you familiarize yourself with the content and format of the exam for STAT505: Time Series Analysis at the University of Calgary. It covers all examinable content, explains how the exam is structured, and highlights the topics to prioritize. You can practice with exam-style papers, full solutions, step-by-step explanations, and practical hints and tips, all arranged in a clear, logical order to support fast revision under time pressure.

This course offers an introduction to the theory and tools for time series analysis, focusing on modeling and forecasting using software. Key topics include stationarity, white noise, autocorrelation, partial autocorrelation, and linear predictors, as well as stationary ARIMA models, seasonality, and trends. The course also covers model fitting, diagnostics, and forecasting, with potential additional topics such as state space models, spectral analysis, and GARCH models. Prerequisite: Statistics 429.

Key Areas of Focus:

Understand the basics of time series analysis.
Learn to model and forecast time series data using software.
Identify and analyze stationarity, white noise, and autocorrelation in time series.
Apply ARIMA models to handle seasonality and trends in data.
Perform model fitting, diagnostics, and make forecasts.
Explore additional topics like state space models, spectral analysis, and GARCH models.

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University of Calgary - STAT505: Time Series Analysis

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