STAT 464/864

Time Series Analysis and Spectrum Estimation

Winter 2010

Basic Information

  • Class Time:: Tuesday 11:30-12:20, Wednesday 1:30-2:20, Friday 12:30-1:20;
  • Class Room:: Jeffery Hall 115;
  • Office Hours:: Wednesday 12:30-1:20, Friday 1:30-2:20 or by appointment;
  • Office:: Jeffery Hall 406;
  • Midterm:: March 11, Thursday, 6:30pm-8:30pm, 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
  • Useful Material

  • R language ;
  • R introduction ;
  • Project ;
  • Announcements

  • No class between Feb 22-26;
  • 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 10-12, 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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