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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)
Graduate

Time Series

Statistical Science 9861B


Description: ARIMA models, seasonality, dynamic regression, model building using an interactive computer package, forecasting, intervention analysis, control, applications in econometrics, business, and other areas.

Term: B

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
SS9861B001 Ricardas Zitikis PDF B 2017/2018
SS9861B001 Ricardas Zitikis PDF B 2015/2016
SS9861B001 Ricardas Zitikis PDF B 2014/2015
SS9861B001 Ian McLeod PDF B 2013/2014
SS9861B001 Hao Yu PDF B 2012/2013
SS9861B001 Ian McLeod PDF B 2011/2012