PSTAT 174: TIME SERIES

University of California, Santa Barbara

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, d iagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

Average GPA: 3.28

Grade distribution records: 2,798 students across 39 terms.

Grade distribution

GradeStudentsPercent
A+2298.2%
A70625.2%
A-52218.7%
B+36212.9%
B34912.5%
B-2278.1%
C+1374.9%
C1214.3%
C-451.6%
D+20.1%
D190.7%
D-80.3%
F712.5%

Based on 2,798 student grade records across 39 terms and 12 professors.

Instructors

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