STAT 673 Calendar

STAT 673 Calendar

Monday

Wednesday

Additional Information

Aug. 26
Introduction to Time Series

Aug. 28
Stationary Processes
(2.1)
.

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 ? 5:30PM (see Canvas)

Monday	Wednesday	Additional Information
Aug. 26 Introduction to Time Series	Aug. 28 Stationary Processes (2.1)	.
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 ? 5:30PM (see Canvas)