First off I want to say that I enjoyed the regression course with this professor and was expecting something similar from Time Series Analysis. This course started out OK but has steadily got worse throughout the semester. This is the only course I've taken (this is my 8th) where errors in the answer keys and lecture material has made it hard to complete what's required.

As an example the answer key to the most recent coding homework - which is peer graded - was done to a lower quality than the three peer homework submissions I was grading. Graphs were so small they were unreadable and the answer key did not follow the instructions to the questions. One question asked to limit the model order to a certain size and the answer provided a model order higher than the max requested. When classmates pointed out the errors there was no response or guidance. There's been some errors in previous classes but they've always been quickly addressed and guidance given on what to do by the TA's or professor. Not in this case though...

The practice midterm also had multiple errors and made assumptions that weren't in-line with what the questions were asking. Students were asking if they misunderstood what was being asked or if there were errors but no TA responded to clarify for a couple days. This left students including myself anxious that these weren't mistake and we just misunderstood some material as were were going into writing he midterm.

Piazza is also very quiet. In most other courses there has been a lot of questions and discussion but there's usually only a few posts each week from students in the course. I'm guessing that because of the poor review not many students are taking this course this semester which limits the discussion and maybe results in less TA's assigned explaining the delays in answers to questions?

The professor has offered extra credit for students that help improve the quality which I hope can address some of the issues but based on the current state of the course I can't recommend taking it.

Disliked the peer-graded assignments. On top of the Homework workload, you need to review 3 other peers' homework which can be extensively long (plus analysis, code, and graphs it goes up to 10 pages). Peer grade is very unstable. Some people grade more generously, some don't. The final grade is the median of the three. The TA does not review the fairness of the grading. If you fail to grade other people, you get punished and deduct some points from your own homework. The grading for the midterm is harsh as well. A peer got deducted a total of 5 points at two separate places because the generated graphs did not have a clear legend.

The lecture consisted of a lot of math formulation with minimum explanation. I've taken other time series graduate courses at other universities but this is not the structure I preferred.

After the first midterm, I dropped this course like a hot potato.