uwloo

STAT 443Forecasting

Units
0.50
Faculty
Mathematics
Subject
Statistics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 7 of the last 7 terms. Winter 2027: scheduled, 2 lecture sections. Spring 2027: schedule not out yet.

Modelling techniques for forecasting time series data: smoothing methods, regression including penalty/regularization methods, the Box-Jenkins framework, stationary and non-stationary processes, both with and without seasonal effects. Other topics may include: ARCH/GARCH models, Bayesian methods, dynamic linear models, Markov Chain Monte Carlo simulation, spectral density analysis, and periodograms.

Prerequisites

  • Must have completed at least 1 of the following:
    • STAT331 - Applied Linear Models (0.50)
    • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • SYDE334 - Applied Statistics (0.50)

Antirequisites

  • Not completed nor concurrently enrolled in any of the following:
    • STAT321 - Regression and Forecasting (Non-Specialist Level) (0.50)
    • STAT373 - Regression and Forecasting Methods in Finance (0.50)

Leads to

No course lists it as a requisite.

Fall 2026 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 001602752 / 120MW 14:30–15:50
TUT 101659152 / 120F 15:30–16:20

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00155930 / 200MW 08:30–09:50
LEC 7012225105 / 9999Online or by arrangement

Reviewed on UW Flow

66% liked it60% easy86% useful

From 68 ratings and 19 comments on UW Flow. The most helpful comments, quoted as written, without names. Read them all on UW Flow.

  • Useful, but difficult. Very very very heavy workload.

    Apr 2024 · liked it · 1 found this helpfulOn UW FlowRemove this

  • Not that bad other than the group project. Thought we were done with things like that after first year :P

    Nov 2015 · didn’t like it · 1 found this helpfulOn UW FlowRemove this

  • Very practical course. Despite the not easy comment, the midterm was pretty easy and assignments aren't too hard, the rating is more because the content is much higher level.

    Mar 2014 · liked it · 1 found this helpfulOn UW FlowRemove this

  • Very good course content. However avoid Reza at all cost. He might be funny or seems friendly. But extremely hard exams with no curving at all. Avoid Reza at all cost. Not at all worth it.

    May 2026 · didn’t like itOn UW FlowRemove this

  • Extremely hard final without curve at all. If you want good mark, AVOID him!!!!!!!!!

    May 2026 · didn’t like itOn UW FlowRemove this

Discussed on r/uwaterloo

294 posts and comments in 237 threads mention STAT 443, May 2015 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2024

ECON 423 vs STAT 443 5 points, 2 comments

u/SheepherderOdd9017: “Econ 423 - time series econometrics https://uwflow.com/course/econ423 Stat 443 - Forecasting https://uwflow.com/course/stat443 these two courses looks very similar, have anyone take these courses? which one is more useful or easier? which one is more recommend?”

u/Agreeable-Air-5080: “My guess would be stat443 is harder and possibly more useful - but I haven’t taken these, although I plan on taking stat443. I’d recommend also looking into AFM423”

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Spring 2024

ECON 421 & ECON 423 3 points, 2 comments

“Anyone taken ECON 421 (Econometrics Analysis) or ECON 423 (Time Series Econometrics) before? I heard both courses are tough but I couldn't find any resources relevant to them online. …”

u/richard--b: “… econometrics course was more rigorous than the time series course in stats (i believe its stat 443?).”

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STAT444 VS STAT443 5 points, 0 comments

u/poeticorange: “I’m currently taking CS480 and is planning to take STAT441 and CS486 in future terms. Should I take STAT444 with Alex Stringer or STAT443 with Jeremy VanderDoes? Appreciate any advice or comments on the courses or profs.”

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Check it elsewhere for Fall 2026

Calendar versions

Undergraduate Calendar