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  • 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.

    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
    0 / 30
    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
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