Time Series for Actuaries

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Time Series for Actuaries

Requirements

  • Actuarial Statistics

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 this course is for:

  • Advanced Actuarial Students


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