Advanced univariate time series methods, decomposition and prediction methods, time series regression methods and factor models and ARIMA and state space model characterization, Kalman filtering and score recursion, MIDAS regression, GLARMA models and method of scoring, Cox and Sichel models and introduction to panel regression.

Prerequisites: PSTAT 274; and, PSTAT 207A or 213A or 220A.

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Gareth Peters
3.6
5 reviews
Fall 2024 . Peters G W
SH 5607F
T R
17:00 PM - 18:15 PM
5
3.6
PSTAT174 . A Month Ago

I took Professor Peters's graduate course as an undergraduate and initially considered dropping it. However, Dr. Peters encouraged me to stick with it, and I'm glad I did. His lectures were very interesting: He has a deep understanding of the material and consistently took time to check in on my progress and explain concepts thoroughly.

1 helpful 0 unhelpful
PSTAT174 . 2 Years Ago

Prof. Peters really cares about students and went above and beyond to help us. However, the structure of the course could be improved. We had to learn all the math in 5/6 weeks, and the math in this class is very difficult. I could've learned the materials better if we started with math right away then moved on to the project in week 9/10.

1 helpful 0 unhelpful
PSTAT174 . 2 Years Ago

A lot of math proofs and derivations starting from week four. All homework / midterm are assigned after week 6. Really weird schedule. The professor is nice and held extra office hours to provide help.

0 helpful 0 unhelpful
PSTAT174 . 2 Years Ago

Many concepts are unclear in his lecture and there are so many mathematical proofs required for this course that are difficult to understand. I regret to take this quarter taught by him.

0 helpful 0 unhelpful
PSTAT174 . 2 Years Ago

Amazing Professor. SHORT & EASY Final. Every stats students shall not hesitate to take this course!

1 helpful 1 unhelpful
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