• Courses
  • PSTAT
  • PSTAT 277A

    • Advanced Time Series . PSTAT 277A

    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.

    Login to add to schedule
    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
    Instructors
    PETERS G W
    No info found
    Lecture
    GIRV 2112
    T R
    18:30 PM - 19:45 PM
    4 / 30
    Image for ACM Leetcode Workshop Series
    UCSB Association for Computing Machinery logo
    UCSB Association for Computing Machinery
    We are the largest computer science club at UCSB
    Promoted

    ACM Leetcode Workshop Series

    Level up your Leetcode skill for SWE internship interview questions

    Phelps Hall, Room 3526
    Add to Google Calendar Open form
    Enrollment Trends
    Past Enrollment Trends (2)
    Fall 2024 . Peters G W
    SH 5607F
    T R
    17:00 PM - 18:15 PM
    Fall 2025 . Peters G W
    SH 5607F
    T R
    17:00 PM - 18:15 PM
    Grading Trends (1)
    PSTAT 277A Peters G W Fall 2025 Total: 8
    You Might Also Like
    PSTAT 262DS
    7 / 30 Enrolled
    Seminars In Probability and Statistics
    Mengyang Michael Gu 3.9
    M W
    11:00 AM - 12:15 PM
    PSTAT 262AI
    24 / 30 Enrolled
    Statistical Deep Learning for Artificial Intelligence
    Gu M
    M W
    11:00 AM - 12:15 PM
    PSTAT 262FM
    14 / 20 Enrolled
    Seminars In Probability And Statistics
    Jean-Pierre Fouque 4.0
    F
    10:00 AM - 11:50 AM
    PSTAT 263
    6 / 75 Enrolled
    Research Seminars in Probability and Statistics
    Wendy Meiring 2.8
    M W
    15:30 PM - 16:45 PM
    PSTATW 274
    5 / 30 Enrolled
    Time Series
    Feldman R
    Async online
    PSTAT 275
    19 / 30 Enrolled
    Survival Analysis
    Yuedong Wang 3.4
    M W
    17:00 PM - 18:15 PM