PSTAT 274: 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, diagnostic checking, forecasting, spectral analysis, the periodogram. Current software and applications.

Average GPA: 3.77

Grade distribution records: 414 students across 31 terms.

Grade distribution

GradeStudentsPercent
A+5814.0%
A21752.4%
A-7618.4%
B+184.3%
B338.0%
B-10.2%
C+51.2%
C30.7%
F30.7%

Based on 414 student grade records across 31 terms and 9 professors.

Instructors

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