Data
Time series and forecasting
Trends, seasonality, autocorrelation, ARIMA and exponential smoothing, and checking a forecast honestly.
About 25 hours of study.
Where to learn it
Read
Forecasting: Principles and Practice (3rd edition)
Rob J Hyndman, George Athanasopoulos
Chapters 1–9
Free, practical and written by the people behind the standard R tools.
Section not checked yet
Watch
Practise
Other options
- MIT 18.S096: Topics in Mathematics with Applications in Finance (watch)
Lectures 8, 11 and 12, Time Series Analysis I–III
Wrong chapter, dead link, or know something better? Tell us on GitHub.
Which roles ask for it
- Quantitative researcher / analyst to get hired
- Quant developer good to have
- Risk analyst in the first year
- Financial analyst good to have
- Economist / economic research analyst in the first year
- Statistician / biostatistician in the first year
Before and after
Time series and forecasting