 Hi everyone, it's MJ the fellow actuary and welcome to this course outline on time series So in this course, we're gonna have a video that is gonna be a soft introduction to the topic We're gonna be looking at, you know, what exactly is a time series? How does it relate to stock prices and all these other things? We're then gonna look at some statistical properties most notably the stationery and mark of one We then gonna look at some functions notes be the auto covariance and partial Auto covariance function and we're gonna look at the auto correlation and partial auto correlation Then there's a video on the common types of time series. You've got white noise Alternating we look at ones that have trends one that ones that have seasonality We then get to the heart of the course, which are your a rima time series here We've got the auto regressive and the moving average Auto aggressive where the a r comes from moving average is where the ma and then the I is for when we integrate non-stationary time series in order to make them stationary The reason why we want to do that is that we can go into the next video where we will then fit time series to our data We're also gonna be looking at some advanced time series specifically the gawk model and how you can use it to measure Volatility and then we're gonna end off with an R studio past exam question That has been set by the actual exams for subject CS to be so you're just a very quick These are some of the highlights. We're looking at stock prices. We're gonna look at some series We're gonna be discussing the R code looking at various graphs. We're gonna be plotting least squares We're gonna be checking. Well, when do you fit order aggressive? When do you fit moving average by comparing the various order covariance functions? Like I said, we're gonna be fitting models We then gonna be seeing well was this a good fit by checking out certain diagnostic tests Then there's the whole thing like I said on measuring volatility and then there is the big giant exam question It's worth 40 marks. So we're gonna be going through all of that. So very quickly. This is what the course is all about I hope you guys are amped for it because yeah, I can't wait to teach it to you. So Join the course and I'll see you guys in the next video when we start discussing time series. Thanks. Cheers