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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
4.7
6 reviews
SSMS 1303
R
08:00 AM - 08:50 AM
20 / 20 Full

SSMS 1303
R
09:00 AM - 09:50 AM
20 / 20 Full

SSMS 1304
R
10:00 AM - 10:50 AM
20 / 20 Full

SSMS 1303
R
10:00 AM - 10:50 AM
20 / 20 Full

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Winter 2024 . Tan Ying
PSYCH1924
M W
11:00 AM - 12:15 PM
Fall 2024 . Tan Ying
PSYCH1924
M W
09:30 AM - 10:45 AM
See All
PSTAT 174 Tan Ying Fall 2024 Total: 83
PSTAT 174 Tan Ying Winter 2024 Total: 63
6
4.7
PSTAT170 . 6 Months Ago

Best PSTAT professor I've ever met !!!

0 helpful 0 unhelpful
PSTAT170 . 6 Months Ago

Her tests are content she teaches in lecture. She doesn't purposely make it much harder like how some other professors do.

0 helpful 0 unhelpful
PSTAT170 . 7 Months Ago

Easy course if you follow her lecture!

0 helpful 0 unhelpful
PSTAT170 . 1 Year, 20 Days Ago

She's honestly kind of adorable. She genuinely enjoys when someone in the class gets the material, she's a good lecturer. Homework is super doable and her lecture slides are annotated very well.

0 helpful 0 unhelpful
PSTAT170 . 1 Year, 1 Month Ago

FOR 160A: Very good and sweet teacher. I came to an office hour 30 minutes after it was done and she was still in there helping people and then helped me. Though the class could be done just by looking at the notes online and showing up to section, she is still a great lecturer. Midterm and Final were easy, just like the notes, and homework.

0 helpful 0 unhelpful
PSTAT170 . 1 Year, 3 Months Ago

Overall nice professor, she was new. One quiz was dropped and majority of the later quizzes were fair. Midterm was extremely fair, but the final was rough. She stumbled and made a lot of mistakes during lectures and had to be corrected. Did not learn much in lecture, but overall was a decently fair class. It was her first quarter teaching though.

0 helpful 0 unhelpful
PSTAT 160A
75 / 75 Full
Applied Stochastic Processes
Tomoyuki Ichiba 3.8
M W
14:00 PM - 15:15 PM
38.0% A
PSTAT 170
78 / 100 Enrolled
Introduction to Mathematical Finance
Tan Ying 4.7
T R
08:00 AM - 09:15 AM
33.3% A
PSTAT 171
9 / 100 Enrolled
Mathematics of Fixed Income Markets
Hal Pedersen 2.1
T R
08:00 AM - 09:15 AM
29.1% A
PSTAT 173
29 / 75 Enrolled
Risk Theory
Hal Pedersen 2.1
T R
12:30 PM - 13:45 PM
26.6% A
PSTAT 175
44 / 75 Enrolled
Survival Analysis
Wang Y-D
M W
17:00 PM - 18:15 PM
41.0% A
PSTAT 182T
9 / 20 Enrolled
Tutorial in Actuarial Statistics
T B A
M
18:30 PM - 19:45 PM
94.1% A