• Courses
  • PSTAT
  • PSTATW 274

    • Time Series . PSTATW 274

    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
    Instructors
    T B A
    No info found

    Async online instruction

    Past Enrollment Trends (3)
    See All
    Winter 2025 . Feldman R
    ON ASYNC
    Spring 2025 . Feldman R
    ON ASYNC
    Grading Trends (1)
    PSTATW 274 Feldman R Fall 2023 Total: 17
    You Might Also Like
    PSTAT 262FM
    0 / 20 Enrolled
    Seminars In Probability And Statistics
    Jean-Pierre Fouque 4.0
    F
    10:00 AM - 11:50 AM
    PSTAT 262DS
    0 / 30 Enrolled
    Seminars In Probability and Statistics
    Mengyang Michael Gu 3.9
    M W
    11:00 AM - 12:15 PM
    PSTAT 263
    0 / 75 Enrolled
    Research Seminars in Probability and Statistics
    Wendy Meiring 2.8
    M W
    15:30 PM - 16:45 PM
    PSTAT 275
    0 / 30 Enrolled
    Survival Analysis
    Yuedong Wang 3.4
    M W
    17:00 PM - 18:15 PM
    PSTAT 277A
    0 / 30 Enrolled
    Advanced Time Series
    Peters G W
    T R
    18:30 PM - 19:45 PM
    PSTAT 296A
    0 / 20 Enrolled
    Intro to Research in Actuarial Science
    Ian Duncan 3.0
    F
    12:00 PM - 13:50 PM