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 120A-B.

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 277A PSTAT 277B
Tan Ying
4.7
6 reviews
SSMS 1304
R
10:00 AM - 10:50 AM
2 / 5

SSMS 1303
R
10:00 AM - 10:50 AM
1 / 5

SSMS 1303
R
08:00 AM - 08:50 AM
0 / 5

SSMS 1303
R
09:00 AM - 09:50 AM
0 / 5

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Fall 2024 . Tan Ying
PSYCH1924
M W
09:30 AM - 10:45 AM
Spring 2024 . Ichiba T
PSYCH1924
T R
12:30 PM - 13:45 PM
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PSTAT 274 Ichiba T Winter 2025 Total: 5
PSTAT 274 Ichiba T Spring 2024 Total: 16
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, 21 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.

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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 231
1 / 20 Enrolled
Introduction to Statistical Machine Learning
Guo Yu 2.9
M W
11:00 AM - 12:15 PM
77.4% A
PSTAT 231
0 / 20 Enrolled
Introduction to Statistical Machine Learning
T B A
M W
12:30 PM - 13:45 PM
77.4% A
PSTAT 262FM
0 / 20 Enrolled
Seminars In Probability And Statistics
Jean-Pierre Fouque 4.0
F
10:00 AM - 11:50 AM
99.2% A
PSTAT 263
5 / 75 Enrolled
Research Seminars in Probability and Statistics
Guo Yu 2.9 Gareth Peters 3.6
M W
15:30 PM - 16:45 PM
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2 / 30 Enrolled
Advanced Time Series
Gareth Peters 3.6
T R
17:00 PM - 18:15 PM
PSTAT 296A
2 / 18 Enrolled
Intro to Research in Actuarial Science
Ian Duncan 3.0
F
12:00 PM - 13:50 PM
98.6% A