STAT 496, Fall 2018

Wed. Oct. 3

Part I: In-class Covering: Chapter 1 (HW#1), Chapter 2 (HW#2), Chapter 3 (HW#3 and Practice Problems 1)
any other lecture or lab material presented.

• Chapter 2 Nonstationary Time Series - Random Walk; Weak or Second-order Stationary; White Noise
• Chapter 3 Stationary Time Series Models: AR(1), MA(1), MA(2)
  Stationarity conditions for AR(1) and MA(1). Invertibility conditions for MA(1).

You may use:

• 1 sheet (8 1/2 x 11) one-side of notes
  Notes will be collected with exam (and returned later)

• Calculator
  

Part II: Take-home, due Mon. Oct. 8 by 5:30PM: AR(2) and R problems.