Time Series for Actuaries

By MJ the Fellow Actuary
Rating: 4.7 out of 5 (55 ratings)
1,479 students
English
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Time Series
Stationary and Markov Property
Autocovariance and Autocorrelation Functions
White Noise
ARIMA Models
GARCH Models
R past paper questions for the Actuarial Exams

Requirements

  • Actuarial Statistics

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

Who this course is for:

  • Advanced Actuarial Students

Course content

2 sections11 lectures1h 44m total length
  • Course Outline
    02:26
  • Introduction
    01:40
  • Stationary & Markov Property
    04:42
  • Autocovariance and Autocorrelation functions
    03:56
  • White noise and other common types of time series
    05:42
  • ARIMA Time Series
    10:06
  • Fitting Time Series to Data
    19:40
  • GARCH Models
    09:59

Instructor

Actuary (FASSA/CERA)
Michael Jordan
  • 4.4 Instructor Rating
  • 1,441 Reviews
  • 17,495 Students
  • 20 Courses

Hi I'm MJ the Fellow Actuary. I've been making educational videos since 2013 on YouTube. I've passed all the actuarial exams and am here to help you do the same. I've majored in Mathematical Statistics and have published research in the South African Journal of Science on Artificial Intelligence. I've also done a Ted Talk on advanced studying methods. As your instructor my purpose is to make sure you understand every concept in these courses. If you get stuck with anything, send me a message, I'm here to help.