• 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.

    + Add to schedule
    Prerequisites: PSTAT 120A-B.

    4

    Units

    Optional

    Grading

    1, 2, 3

    Passtime

    Graduate students only

    Level Limit

    Letters and science

    College
    Instructors
    FELDMAN R
    No info found

    Time location TBD

    Past Enrollment Trends (1)
    Winter 2025 . Feldman R
    ON ASYNC
    Grading Trends (1)
    PSTATW 274 Feldman R Fall 2023 Total: 17
    You Might Also Like
    PSTAT 231
    26 / 25 Full
    Introduction to Statistical Machine Learning
    Katie Coburn 3.3
    T R
    12:30 PM - 13:45 PM
    77.5% A
    PSTAT 232
    30 / 30 Full
    Computational Techniques in Statistics
    Guo Yu 2.9
    M W
    11:00 AM - 12:15 PM
    87.8% A
    PSTAT 234
    15 / 20 Enrolled
    Statistical Data Science
    Laura Baracaldo 1.8
    T R
    12:30 PM - 13:45 PM
    85.1% A
    PSTAT 235
    25 / 25 Full
    Big Data Analytics
    Sang-Yun Oh 2.3
    T R
    15:30 PM - 16:45 PM
    83.8% A
    PSTAT 263
    9 / 95 Enrolled
    Research Seminars in Probability and Statistics
    Guo Yu 2.9 Gareth Peters 3.6
    M W
    15:30 PM - 16:45 PM
    PSTAT 276
    12 / 10 Full
    ADVANCED MATHEMATICAL FINANCE
    Michael Ludkovski 3.3
    T R
    11:00 AM - 12:15 PM
    70.1% A