Time Series for Actuaries

Time Series for Actuaries

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

By MJ the Fellow Actuary

Url: View Details

What you will learn

• Time Series
• Stationary and Markov Property
• Autocovariance and Autocorrelation Functions

Rating: 4.4

Level: Intermediate Level

Duration: 2 hours

Instructor: Michael Jordan