PSTAT 277A: AVD TIME SERIES
University of California, Santa Barbara
Advanced univariate time series methods, decomposition and prediction metho ds, time series regression methods and factor models and ARIMA and state sp ace model characterization, Kalman filtering and score recursion, MIDAS reg ression, GLARMA models and method of scoring, Cox and Sichel models and int roduction to panel regression.
Average GPA: 4.00
Grade distribution records: 12 students across 1 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 8 | 66.7% |
| S | 4 | 33.3% |
Based on 12 student grade records across 1 term and 1 professor.
Instructors
- Peters G W 12 students, Average GPA 4.00