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  • PSTAT 277B

    • Advanced Time Series . PSTAT 277B

    Multivariate time series models, cointegration models, multivariate stochastic volatility models, multivariate time series regression models, quantile time series models and non- linear time series models. Mathematical treatment of specification, estimation and forecasting as well as applications in R.

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    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
    Gareth Peters
    3.3
    4 reviews

    Lecture

    ILP 3101
    T R
    17:00 PM - 18:15 PM
    0 / 30
    Enrollment Trends
    Grading Trends (2)
    PSTAT 277B Peters G W Winter 2024 Total: 5
    PSTAT 277B Peters G W Spring 2023 Total: 8
    Rate My Professors
    4
    3.3
    PSTAT174 . 1 Year, 7 Months Ago

    Prof. Peters really cares about students and went above and beyond to help us. However, the structure of the course could be improved. We had to learn all the math in 5/6 weeks, and the math in this class is very difficult. I could've learned the materials better if we started with math right away then moved on to the project in week 9/10.

    1 helpful 0 unhelpful
    PSTAT174 . 1 Year, 7 Months Ago

    A lot of math proofs and derivations starting from week four. All homework / midterm are assigned after week 6. Really weird schedule. The professor is nice and held extra office hours to provide help.

    0 helpful 0 unhelpful
    PSTAT174 . 1 Year, 8 Months Ago

    Many concepts are unclear in his lecture and there are so many mathematical proofs required for this course that are difficult to understand. I regret to take this quarter taught by him.

    0 helpful 0 unhelpful
    PSTAT174 . 2 Years Ago

    Amazing Professor. SHORT & EASY Final. Every stats students shall not hesitate to take this course!

    1 helpful 1 unhelpful
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