STAT 673 Calendar

!-- Final Exam Information

Monday

Wednesday

Additional Information

Aug. 26
Introduction to Time Series

Aug. 28
Stationary Processes
(2.1)

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Sep. 2
Labor Day - no class!

Sep. 4
Stationary Processes
White Noise Processes
Linear Difference Equations
(2.1, 2.4, 2.7)

HW#1 due 9/11 5:30PM (see Canvas)

Sep. 9
Autocovariance and Autocorrelation Functions
Autoregressive Processes
(2.2, 2.4, .7, 3.1)

Sep 11
Autoregressive Processes and
PACF
(3.1, 2.3)

HW#2 due 9/18 5:30PM (see Canvas)

Sep 16
AR Processes, PACF
(3.1, 2.3)
Please go directly to Computer Lab
Computer Lab, GMCS-422
Lab1 AR(p) Processes

Sep 18
AR Processes (cont.)
(3.1, 3.2)

See the bottom of Lab1 for R Tutorials!
HW#3 due 9/25 5:30PM (see Canvas)

Sep 23
AR processes (cont.) and MA(1) Proceses
(2.3, 3.1, 3.2)

Sep 25
MA Process and ARMA(1,1)
(3.2, 3.3, 3.4.2)
Please go directly to
Computer Lab, GMCS-422
Lab1 MA(q) Processes

HW#4 due 10/2 5:30PM (see Canvas)
Note: please see additional bold comments in
Lab1 for generating MA processes
R and your book have different conventions!

Sep 30
MA Processes (cont.) and Dual Relationship AR and MA Processes
(3.2, 2.3)

Oct 2
Dual Relationship AR and MA Processes and ARMA
(3.3, 3.4)

HW#5 due 10/9 5:30PM (see Canvas)

Oct 7
ARMA Models
(3.4)

Oct 9
Nonstationary Time Series Models and Review
(4.1-4.3)

Midterm Exam, Wed. Oct. 16
Part I: in-class, Part II: take-home
Midterm Exam Information
No Homework due week of Midterm Exam

Oct 14
Nonstationary Time Series Models
(4.1-4.3)

Oct 16
Midterm Exam, In-class
Midterm Exam Information

Here are ARIMA examples: ns_ts.pdf
Here is the R code: ns_ex2.r

Oct 21
Nonstationary Time Series Models
and Model Identification
(4.1-4.3, 6.1-6.2)

Oct 23
Model Identification and Parameter Estimation
(6.1-6.2, 7.1)

Model Identification: Let's examine
oil.price.dat and description and oil.r

HW#6 due 10/30 5:30PM (see Canvas)

Oct 28
Model Identification and Parameter Estimation
(7.1, 7.2, 7.3, 7.5, 7.7)

Oct 30
Model Identification, Parameter Estimation and Model Selection
(6.1-6.2, 7.1, 7.2, 7.3, 7.5, 7.7)
Lab2 ARIMA Fitting
Please go directly to
Computer Lab, GMCS-422

HW#7 due 11/6 5:30PM (see Canvas)

Nov 4
Forecasting
(5.1-5.3)

Nov 6
Forecasting
(5.1-5.3)

HW#8 due 11/13 5:30PM (see Canvas)

Nov 11
Veterans Day - Campus closed, no class!

Nov 13
Forecasting and Seasonal Time Series Models
Chapter 8, 5
Lab3 ARIMA Forecasting
Please go directly to
Computer Lab, GMCS-422

Lab3 ARIMA Forecasting

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

HW#9 due 11/20 5:30PM (see Canvas)

Nov 18
Forecasting and Seasonal Time Series Models
Introduction to Spectral Analysis
Chapter 8, 5

Nov 20
Frequency Domain Methods
Chapter 11

HW#10 due Dec. 4 5:30PM (see Canvas)

Nov 25
Please go directly to
Computer Lab, GMCS-422
ChatGPT and Time Series

Nov 27
No Class - Happy Thanksgiving Break!

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Dec 2
Spectrum of ARMA Models
(12.2.1, 12.2.2, 12.2.4)

Dec 4
Spectrum of ARMA Models and Linear Filters
(12.2.1, 12.2.2, 12.2.4, 12.3.1-12.3.3)
Lab The Spectrum
Please go directly to
Computer Lab, GMCS-422

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Dec 9
Review and Short Journal Article Presentations!
see Journal Article Assignment web page for info.

Dec 11
Short Journal Article Presentations!
see Journal Article Assignment web page for info.
Project due!

Final Exam, In-class
Friday December 13, 3:30-5:30PM