UCSBPlat.com directly in your GOLD Try it Now
  • Courses
  • PSTAT
  • PSTATW 174

    • Time Series . PSTATW 174

    Stationary and non-stationary models, seasonal time series, ARMA models: calculation of ACF, PACF, mean and ACF estimation. Barlett's formula, modelestimation: Yule-Walker estimates, ML method. identification techniques, diagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

    + Add to schedule
    Prerequisites: PSTAT 10 and PSTAT 120B both with a minimum grade of C or better.

    4

    Units

    Optional

    Grading

    1, 2

    Passtime

    None

    Level Limit

    Letters and science

    College
    These majors only finms stsds actsc stsap stats
    Instructors
    FELDMAN R
    No info found

    Time location TBD

    Past Enrollment Trends (1)
    Winter 2025 . Feldman R
    ON ASYNC
    Grading Trends (3)
    See All
    PSTATW 174 Feldman R Spring 2025 Total: 91
    PSTATW 174 Feldman R Winter 2025 Total: 88
    You Might Also Like
    PSTAT 170
    75 / 75 Full
    Introduction to Mathematical Finance
    Tan Ying 4.7
    M W
    11:00 AM - 12:15 PM
    34.1% A
    PSTAT 171
    75 / 75 Full
    Mathematics of Fixed Income Markets
    Karen GRIGORIAN 2.8
    M W
    17:00 PM - 18:15 PM
    29.8% A
    PSTAT 172B
    18 / 25 Enrolled
    Actuarial Statistics II
    Hal Pedersen 2.1
    T R
    09:30 AM - 10:45 AM
    22.4% A
    PSTAT 175
    75 / 75 Full
    Survival Analysis
    Andrew Carter 3.1
    T R
    11:00 AM - 12:15 PM
    41.4% A
    PSTAT 176
    26 / 40 Enrolled
    Advanced Mathematical Finance
    Michael Ludkovski 3.0
    T R
    11:00 AM - 12:15 PM
    52.3% A
    PSTAT 177
    36 / 50 Enrolled
    Financial Market Risk and Modeling
    Pedersen H W
    T R
    14:00 PM - 15:15 PM
    77.4% A