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STAT30010 Time Series

This class was created by Brainscape user Sarah Oliver. Visit their profile to learn more about the creator.

By: Sarah Oliver
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Decks in this class (11)

Introduction and Basic principles
Define a time series,
Why does time series data need sp...,
When is a time series gaussian
19  cards
Stationarity
What are the conditions for stati...,
Is white noise stationary,
Whats the difference between stri...
10  cards
Trends and seasonal components
What is the classical decompositi...,
Why do we require stationarity,
What are the different steps invo...
16  cards
Arma Models
Why do we introduce the arma proc...,
When is forecasting possible and ...,
Whats an important qualities of t...
19  cards
ACF and PACF of ARMA processes
How is autocovariance function de...,
How is the autocorrelation functi...,
Why do we only ever display the p...
9  cards
Properties of ARMA models
In the arma process model what do...,
How do we know if a unique soluti...,
How do we know if an arma p q pro...
4  cards
Parameter Estimation
When we aim to estimate the param...,
Explain the idea of the method of...,
What s the significant of the yul...
14  cards
Parameter and Order Estimation
What derivation is the asusmption...,
Name two r functions for finding ...,
Describe the arima function
18  cards
Diagnostics
What are the steps to fitting a m...,
What does goodness of fit mean,
How should residuals behave gener...
20  cards
Forecasting
What does arima stand for,
When is an arima process stationary,
How can we transform an arima pro...
12  cards
Multivariate Time Series
What are the assumptions made for...,
How do we know multivariate white...,
Define the cross covariance
13  cards

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STAT30010 Time Series

  • Class purpose General learning

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