What You Will Learn!
- Time Series
- Stationary and Markov Property
- Autocovariance and Autocorrelation Functions
- White Noise
- ARIMA Models
- GARCH Models
- R past paper questions for the Actuarial Exams
Description
In this course we look at the theory of Time Series that one needs for the Actuarial Exams. We also then do a past paper question from the CS2B exam.
What is a Time Series?
The Stationary and Markov Property
Autocovariance and Autocorrelation functions
Partial Autocorrelation functions
White Noise and other common Time Series
ARIMA
Autoregressive
Integrated
Moving Average
Fitting Time Series to Data
GARCH models for measuring volatility
R Studio Past Exam Question
This course is provided by MJ the Fellow Actuary
Who Should Attend!
- Advanced Actuarial Students
