Time Series for Actuaries

Explore time series using cash, stock prices, and bond prices to see how observations over time reveal dependencies, enabling description, modeling, forecasting, out-of-control checks, and connections with other time series.

Explore stationary properties, including strictly and weakly stationary time series with constant mean and variance and lag-dependent covariance, and the Markov property, where the present predicts the future.

Learn to test for stationary, transform nonstationary time series, and fit the prima model using differencing and trend removal, with diagnostic tests to forecast future data.