Time Series Analysis and Forecasting

Andrei Volodin (University of Regina)

Sep 8, 2026 — Dec 22, 2026

About the course

A graduate-level Econometrics Models (Time Series) class focuses on stationary and non-stationary processes, ARIMA modeling, and forecasting. The curriculum includes estimation techniques, unit root testing, and ARCH/GARCH modeling for volatility, often utilizing R software R for analysis. This course covers materials for Time series/forecasting part of SOA Validation by Educational Experience (VEE)-Applied Statistics.

Registration

This course is available for registration under the Western Dean's Agreement. To register, you must obtain the approval of the course instructor and you must complete the Western Dean's agreement form , using the details below. The completed form should be signed by your home institution department and school of graduate studies, then returned to the host institution of the course.

Enrollment Details

Course Name
Econometric Models & Forecasts
Date
Sep 8, 2026 — Dec 22, 2026
Course Number
STAT 818
Section Number
001
Section Code
32873

Instructor(s)

For help with completing the Western Dean’s agreement form, please contact the graduate student program coordinator at your institution. For more information about the agreement, please see the Western Dean's Agreement website

Other Course Details

Class Schedule

  • Tuesday and Thursday 10:00am – 11:15am (Saskatchewan Time)

Office Hours

  • Wednesday 1pm-3pm or by an appointment

Remote Access

This will be a hybrid course delivered by Zoom. The instructor will share the existing electronic presentation and will use a laptop (or tablet), which can be shared electronically for some special notes during lectures.

Availability

This course may be open to students from universities outside of the PIMS network, and those coming from industry/government.

Grading

Your final grade will be calculated as follows:

  • Assignments: Not to hand in, just for you to prepare for the Midterm and Final Exam. I will post both the questions and solutions on URCourses.
  • Midterm (1): 40% in class
  • Final Exam: 60%
2026-2027