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
FELDMAN R
No info found

Time location TBD

PSTATW 274 Feldman R Fall 2023 Total: 17
PSTAT 237
25 / 30 Enrolled
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Mengyang Michael Gu 3.6
M W
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100.0% A
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F
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92.9% A
PSTAT 263
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Guo Yu 3.1 Gareth Peters 3.3
M W
15:30 PM - 16:45 PM
PSTAT 274
7 / 20 Enrolled
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T R
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84.6% A
PSTAT 277B
13 / 30 Enrolled
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Gareth Peters 3.3
T R
17:00 PM - 18:15 PM
100.0% A
PSTAT 296B
7 / 18 Enrolled
Research Projects in Actuarial Science
Gareth Peters 3.3
F
12:00 PM - 13:50 PM
96.8% A