PSTATW 274: 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 software and applications.
Average GPA: 3.69
Grade distribution records: 17 students across 1 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 2 | 11.8% |
| A | 6 | 35.3% |
| A- | 4 | 23.5% |
| B+ | 3 | 17.6% |
| B | 2 | 11.8% |
Based on 17 student grade records across 1 term and 1 professor.
Instructors
- Feldman R 17 students, Average GPA 3.69