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Wednesday |
Additional Information |
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Aug. 27
Introduction to Time Series
Random Walk
(1.1, 2.1-2.2)
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Aug. 29
Fundamental Concepts of Time Series
Random Walk (cont.)
(2.1-2.2) )
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Appendix A
For proofs of properties see Notes on Blackboard
For more detailed Lectures of Expectations see:
Lectures 6 and 7
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Sep. 3
Labor Day
No Class, yipee!
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Sep. 5
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: Intro to R and Time Series
Lab1
HW#1
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Here are some
Introductory Lessons in R
Here are some R tutorials
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Sep. 10
White Noise
(2.1-2.2, Appendix A)
Computer Lab, GMCS-421
Lab: Intro to R and Time Series (cont.)
Lab1
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Sep. 12
Stationarity, White Noise
(2.1-2.2, Appendix A)
HW#2
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Appendix A
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Sep. 17
General Linear Processes and Moving Average Processes
(4.1, 4.2)
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Sep. 19
Autoregressive AR(1) Process
(4.3)
HW#3
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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
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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
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Exam 1, In-class Wed. Oct. 5
Exam 1 Information
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Oct. 1
AR(2) Process (cont.)
Review for Exam 1
(4.3)
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Oct. 3
Exam 1, In-class
Exam 1 Information
Exam 1, Take-home Part II on Blackboard!
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Oct. 8
ARMA(1,1) and Partial ACF
(4.4 and 6.2)
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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
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Oct. 15
Parameter Estimation
(Chapter 7)
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Oct. 17
Parameter Estimation
(Chapter 7)
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: Model Fitting
HW#5
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Here is a good review of MLE
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Oct. 22
Model Diagnostics and Model Selection
(Chapter 8, 6.5)
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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
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.
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Oct. 29
Nonstatonary Time Series
Backshift Operator Notation
(5.1, 5.2, 5.4, Appendix D )
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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
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Nov. 5
Moving Average Representation
Forecasting
(Chapter 9)
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Nov. 7
Forecasting
Review for Exam 2
(Chapter 9, 9.3 ARIMA Forecasting)
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Exam 2, In-class Wed. Nov. 14
Exam 2 Information
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Nov. 12
Veterans Day
Campus Closed - no class
(9.3)
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Nov. 14
Exam 2, In-class
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Nov 19
ARMA Forecasting
Chapter 9
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Nov 21
Thanksgiving Break
no class
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Nov 26
ARMA Forecasting
Chapter 9
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Nov 28
ARMA Forecasting
Chapter 9
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab5 Forecasting
HW#8
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Dec 3
ARMA Forecasting and Seasonal Models
Chapter 9 and 10
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Dec 5
ARMA Forecasting and Seasonal Models
Chapter 9 and 10
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Here is class example:
airtravel.pdf
Here is the R code:
airtravel.r
Here is the data:
airtravel.dat
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Dec 10
Review and Short Project Presentations!
see web page for info.
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Dec 12
Short Project Presentations!
see Time Series Project
web page for info.
Project due!
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Final Exam, In-class
Friday December 14, 6:00-8:00PM
Final Exam Information
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