PSTATW 174: TIME SERIES

University of California, Santa Barbara

Stationary and non-stationary models, seasonal time series, ARMA models: ca lculation of ACF, PACF, mean and ACF estimation. Barlett's formula, model e stimation: Yule-Walker estimates, ML method. identification techniques, dia gnostic checking forecasting, spectral analysis, the periodogram. Current s oftware and applications.

Average GPA: 2.94

Grade distribution records: 270 students across 3 terms.

Grade distribution

GradeStudentsPercent
A+134.8%
A4115.2%
A-4416.3%
B+3211.9%
B3613.3%
B-2810.4%
C+248.9%
C217.8%
C-51.9%
D+51.9%
D103.7%
D-51.9%
F62.2%

Based on 270 student grade records across 3 terms and 1 professor.

Instructors

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