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.

You Might Also Like

PSTAT 237

0 / 30 Enrolled

Uncertainty Quantification

Mengyang Michael Gu 3.6

M W

09:30 AM - 10:45 AM

100.0% A

PSTAT 262MC

0 / 30 Enrolled

Seminars in Probability and Statistics

Alexander Shkolnik 3.7

F

10:00 AM - 11:50 AM

92.9% A

PSTAT 263

0 / 75 Enrolled

Research Seminars in Probability and Statistics

Guo Yu 3.1 Gareth Peters 3.3

M W

15:30 PM - 16:45 PM

PSTAT 274

0 / 20 Enrolled

Time Series

Tomoyuki Ichiba 3.8

T R

11:00 AM - 12:15 PM

84.6% A

PSTAT 277B

0 / 30 Enrolled

Advanced Time Series

Gareth Peters 3.3

T R

17:00 PM - 18:15 PM

100.0% A

PSTAT 296B

0 / 18 Enrolled

Research Projects in Actuarial Science

Gareth Peters 3.3

F

12:00 PM - 13:50 PM

96.8% A