Stationary and non-stationary models, seasonal time series, ARMA models: calculation of ACF, PACF, mean and ACF estimation. Barlett's formula, model estimation: Yule-Walker estimates, ML method. identification techniques, diagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

Prerequisites: PSTAT 10 and PSTAT 120B both with a minimum grade of C or better.

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
These majors only finms stsds actsc stsap stats
TAN YING
No info found
Lecture
PSYCH1924
M W
09:30 AM - 10:45 AM
80 / 80 Full
Sections
PHELP1525
R
09:00 AM - 09:50 AM
0 / 20
PHELP1513
R
08:00 AM - 08:50 AM
20 / 20 Full
PHELP1526
R
10:00 AM - 10:50 AM
20 / 20 Full
PHELP1525
R
10:00 AM - 10:50 AM
20 / 20 Full
PHELP1525
R
12:00 PM - 12:50 PM
20 / 20 Full
Winter 2024 . Tan Ying
PSYCH1924
M W
11:00 AM - 12:15 PM
Spring 2024 . Ichiba T
PSYCH1924
T R
12:30 PM - 13:45 PM
See All
PSTAT 174 Feldman R Spring 2023 Total: 70
PSTAT 174 Ichiba T Spring 2023 Total: 96
PSTAT 170
98 / 100 Enrolled
Introduction to Mathematical Finance
Tan Ying
M W
08:00 AM - 09:15 AM
PSTAT 171
37 / 100 Enrolled
Mathematics of Fixed Income Markets
Hal Pedersen 2.1
T R
12:30 PM - 13:45 PM
PSTAT 173
75 / 75 Full
Risk Theory
Hal Pedersen 2.1
T R
09:30 AM - 10:45 AM
PSTAT 182T
5 / 25 Enrolled
Tutorial in Actuarial Statistics
T B A
M
18:30 PM - 19:45 PM