By MJ the Fellow Actuary
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
English
Language
Content
Theory
Course Outline
Introduction
Stationary & Markov Property
Autocovariance and Autocorrelation functions
White noise and other common types of time series
ARIMA Time Series
Fitting Time Series to Data
GARCH Models
R Studio
Installing R and Set up
R basics for Actuaries – Part 1
R basics for Actuaries – Part 2
R Past Exam Question
