STAT 673 Calendar

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-421
(Note: accross from 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!

Sep 29
MA Processes (cont.) and Dual Relationship AR and MA Processes
(3.2, 3.3)

Oct 1
Dual Relationship AR and MA Processes and ARMA
(3.3, 3.4)

HW#5 due 10/8 5:30PM (see Canvas)

Oct 6
ARMA Models
(3.4)

Oct 8
Nonstationary Time Series Models and Review
(4.1-4.3)
Please go directly to
Computer Lab, GMCS-421
Midterm Exam, Wed. Oct. 15
Part I: in-class, Part II: take-home
No Homework due week of Midterm Exam Midterm Exam Information

Oct 13
Nonstationary Time Series Models
(4.1-4.3)

Oct 15
Midterm Exam, In-class
Midterm Exam Information
Here are ARIMA examples: ns_ts.pdf
Here is the R code: ns_ex2.r

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-421 (Note: accross from 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!
Sep 29 MA Processes (cont.) and Dual Relationship AR and MA Processes (3.2, 3.3)	Oct 1 Dual Relationship AR and MA Processes and ARMA (3.3, 3.4)	HW#5 due 10/8 5:30PM (see Canvas)
Oct 6 ARMA Models (3.4)	Oct 8 Nonstationary Time Series Models and Review (4.1-4.3) Please go directly to Computer Lab, GMCS-421	Midterm Exam, Wed. Oct. 15 Part I: in-class, Part II: take-home No Homework due week of Midterm Exam Midterm Exam Information
Oct 13 Nonstationary Time Series Models (4.1-4.3)	Oct 15 Midterm Exam, In-class Midterm Exam Information	Here are ARIMA examples: ns_ts.pdf Here is the R code: ns_ex2.r