
STAT 464/864

Time Series Analysis and Spectrum Estimation  Winter 2010

Basic Information
Class Time:: Tuesday 11:3012:20, Wednesday 1:302:20, Friday 12:301:20;
Class Room:: Jeffery Hall 115;
Office Hours:: Wednesday 12:301:20, Friday 1:302:20 or by appointment;
Office:: Jeffery Hall 406;
Midterm:: March 11, Thursday, 6:30pm8:30pm, Jeffery Hall 234;
Grading:: Assignment 30% Midterm 30% Final 40%;
Required textbook:: Introduction to Time Series and Forecasting (Second Edition)
by P.J.R. Brockwell and R.A. Davis: Springer, 2002;
Syllabus
Slides and Datasets
Unit 0;
Chapter 1, Example 7,
R for Example 7
, Example 8, USpop,
R for Example 8,
Example 9, strike,
R for Example 9,
Example 10,
R for Example 10,
Example 11, death,
R for Example 11,
Example 12,
R for Example 12;
Example 7,
R for Example 7,Example 12,
R for Example 12,Example 13,
R for Example 13;
Example 11,
R for Example 11,
recruit;
Example 1,
R for Example 1,
Example 2,
R for Example 2,
Lake Data;
Example 3,
R for Example 3
Case study,gnp96,R;
Announcements
No class between Feb 2226;
No class on April 2, Friday;
Jan 15: assignment 1 and exercise 1 are posted;
Jan 18: Example 7 and its R code are posted;
Jan 19: Examples 8 and 9, datasets and R code are posted;
Jan 25: Examples 1012, datasets and R code are posted;
Feb 2: Assignment 2 is posted;
Feb 4: Exercise 2 is posted;
Feb 4: Example 7 and its R code is posted;
Feb 5: Remark on final project is posted;
Feb 10: Examples 12 and 13 of Chapter 2 are posted;
Feb 16: Solution of assignment 1 is posted;
Feb 18: Midterm review guidance and solution of assignment 2 posted;
March 1: Midterm exercise is posted;
March 8: Midterm formular is posted;
March 10: Example 11 of Chapter 3 is posted;
March 16: Examples 1,2 ,3 of Chapter 3 is posted;


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