STAT 673 Calendar

Monday

Wednesday

Additional Information

Aug. 25
Introduction to Time Series

Aug. 27
Stationary Processes
(2.1)

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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_ex.r

Oct 20
Nonstationary Time Series Models
and Model Identification
(4.1-4.3, 6.1-6.2)

Oct 22
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 10/29 5:30PM (see Canvas)

Oct 27
Model Identification and Parameter Estimation
(7.1, 7.2, 7.3, 7.5, 7.7)

Oct 29
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 11/5 5:30PM (see Canvas)

Nov 3
Forecasting
(5.1-5.3)

Nov 5
Forecasting
(5.1-5.3)

HW#8 due 11/12 5:30PM (see Canvas)

Nov 10
Forecasting
(5.1-5.3)
Lab3 ARIMA Forecasting

Nov 12
Forecasting and Seasonal Time Series Models
Chapter 8, 5
(5.1-5.3)
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 11/19 5:30PM (see Canvas)

Nov 17
Forecasting and Seasonal Time Series Models
Chapter 8, 5

Nov 19
Introduction to Spectral Analysis
Frequency Domain Methods
Chapter 11

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Nov 24
Introduction to Spectral Analysis
Frequency Domain Methods
Chapter 11

Nov 26
No Class - Happy Thanksgiving Break!

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Dec 1
Spectrum of ARMA Models
(12.2.1, 12.2.2, 12.2.4)

Dec 3
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

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Dec 8
Review and Short Journal Article Presentations!
see Journal Article Assignment web page for info.

Dec 10
Short Journal Article Presentations!
see Journal Article Assignment web page for info.
Project due!

Final Exam, In-class
Friday December 12, 3:30-5:30PM
Final Exam Information