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 PropertyAutocovariance and Autocorrelation functionsPartial Autocorrelation functionsWhite Noise and other common Time SeriesARIMAAutoregressiveIntegratedMoving AverageFitting Time Series to DataGARCH models for measuring volatilityR Studio Past Exam QuestionThis course is provided by MJ the Fellow Actuary
