STAT 673 Calendar

Monday

Wednesday

Additional Information

Aug. 25
Introduction to Time Series

Aug. 27
Stationary Processes
(2.1)

.

Sep. 1
Labor Day - no class!

Sep. 3
Stationary Processes
White Noise Processes
Linear Difference Equations
(2.1, 2.4, 2.7)

HW#1 due 9/10 5:30PM (see Canvas)

Sep. 8
Autocovariance and Autocorrelation Functions
Autoregressive Processes
(2.2, 2.4, 3.1)

Sep 10
Autoregressive Processes and
PACF
(3.1, 2.3)

HW#2 due 9/17 5:30PM (see Canvas)

Sep 15
AR Processes, PACF
(3.1, 2.3)
Please go directly to Computer Lab
Computer Lab, GMCS-422
Lab1 AR(p) Processes

Sep 17
AR Processes (cont.) and Estimating ACFs, PACFs
(3.1, 3.2, 2.5)

See the bottom of Lab1 for R Tutorials!
HW#3 due 9/24 5:30PM (see Canvas)

Sep 22
MA(1) and MA(2) Proceses
(3.2, 3.3)

Sep 24
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 10/1 5:30PM (see Canvas)
Note: please see additional bold comments in
Lab1 for generating MA processes
R and your book have different conventions!