Financial Analysis with ARIMA and Time Series Forecasting
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Financial Analysis with ARIMA and Time Series Forecasting
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What you'll learn
Understand time series data and how to apply transformations to prepare it for forecasting.
Gain hands-on experience with ARIMA models and their application to financial data.
Learn how to evaluate forecasting models using AIC, BIC, and out-of-sample tests.
Master advanced techniques such as Auto ARIMA and SARIMAX for more accurate predictions.
Skills you'll gain
- Regression Analysis
- Machine Learning
- Finance
- Statistical Analysis
- Financial Modeling
- Applied Machine Learning
- Statistical Modeling
- Financial Data
- Data Transformation
- Time Series Analysis and Forecasting
- Financial Forecasting
- Forecasting
- Statistical Machine Learning
- Predictive Modeling
- Trend Analysis
- Model Evaluation
Details to know
See how employees at top companies are mastering in-demand skills
There are 8 modules in this course
Updated in May 2025.
This course now features Coursera Coach! A smarter way to learn with interactive, real-time conversations that help you test your knowledge, challenge assumptions, and deepen your understanding as you progress through the course. This course will provide you with a deep understanding of how to analyze financial data using ARIMA and time series forecasting. You will learn the foundational techniques required to model and predict financial time series, equipping you with the skills to apply these methods to real-world data. Upon completion, you’ll be able to use ARIMA models to forecast trends, assess financial risks, and optimize investment strategies. The course begins with an introduction to time series basics, exploring essential concepts such as stationarity, transformations, and autocorrelations. You’ll then dive into the specifics of financial time series, understanding their unique properties and learning how to apply ARIMA (AutoRegressive Integrated Moving Average) models. We cover both theoretical and practical aspects, ensuring you not only grasp the concepts but also gain hands-on experience through coding. You will go through detailed sections on ARIMA, starting with autoregressive and moving average models before progressing to the complete ARIMA framework. You'll explore the significance of ACF (Autocorrelation Function) and PACF (Partial Autocorrelation Function) in model selection. Through practical coding examples, you'll learn how to implement these models, including Auto ARIMA and SARIMAX, and apply them to stock returns and sales data for forecasting. This course is ideal for anyone looking to advance their financial analysis skills, from analysts and investors to data scientists. A background in basic programming and financial concepts is recommended, but not required. With its intermediate difficulty level, the course offers a comprehensive learning experience for those interested in quantitative finance, machine learning, and time series forecasting.
In this module, we will introduce the course structure and objectives, providing an overview of the key content and what you can expect. We will also highlight a special offer available to learners, outlining how it enhances the learning experience. This section ensures you are equipped with all the necessary details before diving into the course material.
What's included
2 videos1 reading
2 videos•Total 5 minutes
- Introduction and Outline•4 minutes
- Special Offer•1 minute
1 reading•Total 10 minutes
- Full Course Resources•10 minutes
In this module, we will guide you through the optional warm-up exercise to get familiar with the course environment. You will also learn where to access and download the code needed for the course, ensuring you have everything in place to start coding. This section is essential for setting up your workspace for a smooth learning experience.
What's included
2 videos1 assignment
2 videos•Total 8 minutes
- Warmup (Optional)•5 minutes
- Where to get the code•3 minutes
1 assignment•Total 15 minutes
- Getting Set Up - Assessment•15 minutes
In this module, we will introduce the foundational concepts of time series analysis, explaining what it is and how it’s used. We will also explore the distinction between modeling and predicting, and cover essential transformations to improve your data. Finally, you will gain insights into enhancing your analysis with feedback and suggestions.
What's included
4 videos1 assignment
4 videos•Total 17 minutes
- What is a Time Series?•5 minutes
- Modeling vs. Predicting•3 minutes
- Power, Log, and Box-Cox Transformations•6 minutes
- Suggestion Box (03:10)•3 minutes
1 assignment•Total 15 minutes
- Time Series Basics - Assessment•15 minutes
In this module, we will cover the core principles of financial time series, providing you with a solid foundation. You’ll learn about random walks and the Random Walk Hypothesis, which play a critical role in financial modeling. Additionally, we will explore the concept of naive forecasting and why establishing baselines is essential for accurate predictions in finance.
What's included
3 videos1 assignment
3 videos•Total 32 minutes
- Financial Time Series Primer•11 minutes
- Random Walks and the Random Walk Hypothesis•15 minutes
- The Naive Forecast and the Importance of Baselines•7 minutes
1 assignment•Total 15 minutes
- Financial Basics - Assessment•15 minutes
In this module, we will dive deep into the ARIMA model, exploring its components like AR(p) and MA(q), and understanding how to apply it for time series forecasting. You will also learn to identify stationarity, compute ACF and PACF, and use Auto ARIMA for model selection. We will provide hands-on coding examples for various data types, allowing you to practice forecasting with ARIMA in real-world scenarios.
What's included
20 videos1 assignment
20 videos•Total 187 minutes
- ARIMA Section Introduction•5 minutes
- Autoregressive Models - AR(p)•13 minutes
- Moving Average Models - MA(q)•4 minutes
- ARIMA•11 minutes
- ARIMA in Code•19 minutes
- Stationarity•13 minutes
- Stationarity in Code•10 minutes
- ACF (Autocorrelation Function)•10 minutes
- PACF (Partial Autocorrelation Function)•7 minutes
- ACF and PACF in Code (pt 1)•8 minutes
- ACF and PACF in Code (pt 2)•7 minutes
- Auto ARIMA and SARIMAX•10 minutes
- Model Selection, AIC and BIC•10 minutes
- Auto ARIMA in Code•14 minutes
- Auto ARIMA in Code (Stocks)•16 minutes
- ACF and PACF for Stock Returns•7 minutes
- Auto ARIMA in Code (Sales Data)•10 minutes
- How to Forecast with ARIMA•9 minutes
- Forecasting Out-Of-Sample•1 minute
- ARIMA Section Summary•4 minutes
1 assignment•Total 15 minutes
- ARIMA - Assessment•15 minutes
In this module, we will guide you through the process of setting up your development environment. You'll first perform a pre-installation check to ensure everything is in place, then set up Anaconda to manage your dependencies. Finally, we will show you how to install key libraries needed for the course, including Numpy, Scipy, and TensorFlow, so you can start working on hands-on projects right away.
What's included
3 videos1 assignment
3 videos•Total 42 minutes
- Pre-Installation Check•4 minutes
- Anaconda Environment Setup•20 minutes
- How to install Numpy, Scipy, Matplotlib, Pandas, and Tensorflow•18 minutes
1 assignment•Total 15 minutes
- Setting Up Your Environment (Appendix) - Assessment•15 minutes
In this module, we will provide extra support for beginners by covering the basics of coding and how to become more confident in writing your own code. You will learn how to effectively use Jupyter Notebook, with a demonstration of its advantages. Additionally, we will introduce you to GitHub and offer optional coding tips to enhance your learning and project management.
What's included
4 videos1 assignment
4 videos•Total 49 minutes
- How to Code Yourself (part 1)•16 minutes
- How to Code Yourself (part 2)•9 minutes
- Proof that using Jupyter Notebook is the same as not using it•12 minutes
- How to use Github & Extra Coding Tips (Optional)•11 minutes
1 assignment•Total 15 minutes
- Extra Help With Python Coding for Beginners (Appendix) - Assessment•15 minutes
In this module, we will share strategies to maximize your success in this course, offering insights into the best learning approaches based on your experience level. You will also assess the course’s suitability for your background and determine whether to follow an academic or practical path. Finally, we’ll guide you on the best order to take related courses to enhance your machine learning journey.
What's included
4 videos3 assignments
4 videos•Total 60 minutes
- How to Succeed in this Course (Long Version)•10 minutes
- Is this for Beginners or Experts? Academic or Practical? Fast or slow-paced?•22 minutes
- What order should I take your courses in? (part 1)•11 minutes
- What order should I take your courses in? (part 2)•16 minutes
3 assignments•Total 90 minutes
- Effective Learning Strategies for Machine Learning (Appendix) - Assessment•15 minutes
- Full Course Assessment•60 minutes
- Full Course Practice Assessment•15 minutes
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Yes, you can preview the first video and view the syllabus before you enroll. You must purchase the course to access content not included in the preview.
If you decide to enroll in the course before the session start date, you will have access to all of the lecture videos and readings for the course. You’ll be able to submit assignments once the session starts.
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