STAT 496 Calendar

Monday

Wednesday

Additional Information

Aug. 27
Introduction to Time Series
Random Walk
(1.1, 2.1-2.2)

Aug. 29
Fundamental Concepts of Time Series
Random Walk (cont.)
(2.1-2.2) )

Appendix A
For proofs of properties see Notes on Blackboard
For more detailed Lectures of Expectations see: Lectures 6 and 7

Sep. 3
Labor Day
No Class, yipee!

Sep. 5
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: Intro to R and Time Series
Lab1
HW#1

Here are some Introductory Lessons in R
Here are some R tutorials

Sep. 10
White Noise
(2.1-2.2, Appendix A)
Computer Lab, GMCS-421
Lab: Intro to R and Time Series (cont.)
Lab1

Sep. 12
Stationarity, White Noise
(2.1-2.2, Appendix A)
HW#2

Appendix A

Sep. 17
General Linear Processes and Moving Average Processes
(4.1, 4.2)

Sep. 19
Autoregressive AR(1) Process
(4.3)
HW#3

.

Sep. 24
Moving Average MA(1) and Autoregressive AR(1) Processes
Sample ACF
(4.2, 4.3, p. 46-47 )
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: AR(1) and MA(1) Models

Sep. 26
MA(1) and Invertibility, MA(2); AR(1) Process and Stationarity, AR(2)
(4.2, 4.5, 4.3)
(No HW due week of Exam 1)
Practice Problems 1

Exam 1, In-class Wed. Oct. 5
Exam 1 Information

Oct. 1
AR(2) Process (cont.)
Review for Exam 1
(4.3)

Oct. 3
Exam 1, In-class
Exam 1 Information
Exam 1, Take-home Part II on Blackboard!

.

Oct. 8
ARMA(1,1) and Partial ACF
(4.4 and 6.2)

Oct. 10
PACF of AR(1), AR(2), MA(1), MA(2) Process
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: AR(1) and MA(1) Models
HW#4

.

Oct. 15
Parameter Estimation
(Chapter 7)

Oct. 17
Parameter Estimation
(Chapter 7)
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: Model Fitting
HW#5

Here is a good review of MLE

Oct. 22
Model Diagnostics and Model Selection
(Chapter 8, 6.5)

Oct. 24
Model Diagnostics and Model Selection
(Chapter 8, 6.5)
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab: Model Fitting (cont.)
HW#6

.

Oct. 29
Nonstatonary Time Series
Backshift Operator Notation
(5.1, 5.2, 5.4, Appendix D )

Oct. 31
Nonstationary Time Models
(Chapter 5)
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab: ARIMA(p,d,q) Model Fitting
HW#7

.

Nov. 5
Moving Average Representation
Forecasting
(Chapter 9)

Nov. 7
Forecasting
Review for Exam 2
(Chapter 9, 9.3 ARIMA Forecasting)

Exam 2, In-class Wed. Nov. 14
Exam 2 Information

Nov. 12
Veterans Day
Campus Closed - no class
(9.3)

Nov. 14
Exam 2, In-class

.

Nov 19
ARMA Forecasting
Chapter 9

Nov 21
Thanksgiving Break
no class

.

Nov 26
ARMA Forecasting
Chapter 9

Nov 28
ARMA Forecasting
Chapter 9
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab5 Forecasting
HW#8

.

Dec 3
ARMA Forecasting and Seasonal Models
Chapter 9 and 10

Dec 5
ARMA Forecasting and Seasonal Models
Chapter 9 and 10

Here is class example:
airtravel.pdf
Here is the R code:
airtravel.r
Here is the data:
airtravel.dat

Dec 10
Review and Short Project Presentations!
see web page for info.

Dec 12
Short Project Presentations!
see Time Series Project
web page for info.
Project due!

Final Exam, In-class
Friday December 14, 6:00-8:00PM
Final Exam Information