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STAT GU4263

Stat Inf/time- Series Modelling · Statistics

Prerequisites: STAT GU4204 or the equivalent. STAT GU4205 is recommended. Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and…

Who teaches STAT GU4263

What students said

Gokce Dayanikli · 2022 · 2022

I learned the practical procedures and comprehensive theory of preprocessing, fitting and forecasting a time series.

Franz Rembart · 2026 · 2026

Stationality, ARIMA model's coding and interpretation.

Franz Rembart · 2026 · 2026

Applicable Model of Time series. ARMA, ARIMA, ARCH, GARCH...

Franz Rembart · 2026 · 2026

I like this course and the instructor. Prof Dayanikli is very kind and helpful. I learned lots of useful knowledge in this course.

Franz Rembart · 2026 · 2026

The theoretical knowledge and practical implementation of time series analysis. The model covered is mainly ARMA, ARCH and GARCH.

Franz Rembart · 2026 · 2026

Time series theory and application, including AR, MA, ARMA, ARIMA, SARIMA, ARCH, and GARCH.

Franz Rembart · 2026 · 2026

Basic theory and model about Time Series.

Franz Rembart · 2026 · 2026

We learned about AR, MA, ARMA, ARIMA, SARIMA, and GARCH models

Franz Rembart · 2026 · 2026

Most Applicable course from my perspective

Franz Rembart · 2026 · 2026

The only class that I consistently go to. Prof. Gokce Dayanikli is awesome! She's really caring and cares about students' growth.

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