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

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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


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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