UNIVERSITY OF CALGARY 
STAT505: Time Series Analysis 
Comprehensive Revision Guide and Notes 2025 
 
- Part 01. About This Guide 
- Part 02. Sample Examination 
- Part 03. Suggested Solutions to Exam Paper 
- Part 04. Study Tips for Students 
 
The 24/7 Online Support You Deserve 
Need to reach out to us with questions or for help? You'll connect with a private tutor who is extremely passionate about the course, ready to provide assistance and ensure that you're on the right track to graduating. 
 
Looking for additional study resources? 
Find out about all the services and resources available for students at the University of Calgary

University of Calgary - STAT505: Time Series Analysis

C$35.00

ACADEMIC YEAR 2024 - 2025

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 study guide is designed for students enrolled in STAT505: Time Series Analysis at the University of Calgary. It provides extensive coverage of all assessments throughout the course. Whether you are preparing for the crucial 2025 exam or reinforcing your understanding, this guide offers vital exam techniques and focuses on core questions relevant to your academic success. Featuring clear diagrams to enhance comprehension and retention, this self-study resource is updated to reflect the latest course content, ensuring you are fully prepared for all academic evaluations.

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.

COURSE CODE	COURSE NAME
ACCT 217	Introductory Financial Accounting
ACCT 323	Introductory Managerial Accounting
ACCT 341	Intermediate Financial Accounting I
ACCT 343	Intermediate Financial Accounting II
ECON 201	Principles of Microeconomics
ECON 203	Principles of Macroeconomics
ECON 230	Microeconomic Theory
ECON 357	Intermediate Economic Theory Microeconomics II
ECON 395	Introduction to Econometrics
FNCE 317	Financial Management
FNCE 443	Security Analysis and Investments
FNCE 445	Futures and Options
FNCE 463	Portfolio Theory and Management
FNCE 467	Financial Risk Management
MKTG 317	Foundations of Marketing
OBHR 317	Organizational Behaviour
SGMA 395	Business Law for Strategic Decision-Makers
STAT 213	Introduction to Statistics I
STAT 217	Introduction to Statistics II
STAT 429	Linear Models and Their Applications
STAT 505	Time Series Analysis

University of Calgary - STAT505: Time Series Analysis

INFORMATION

COURSE DESCRIPTION

RELATED COURSES