Time Series for Actuaries
Time Series for Actuaries, By MJ the Fellow Actuary.
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
