STAT 496 Calendar

Monday

Wednesday

Additional Information

Aug. 29
Introduction to Time Series
Random Walk
(1.1, 2.1-2.2)

Aug. 31
Fundamental Concepts of Time Series
Random Walk (cont.)
(2.1-2.2) )

Appendix A
For more detailed Lectures of Expectations see: Lectures 6 and 7

Sep. 5
Labor Day
No Class, yipee!

Sep. 7
Please come to GMCS-308? first, then
Computer Lab, GMCS-421
Lab: Intro to R and Time Series
Lab1
HW#1

Here are some Introductory Lessons in R
Here are some R tutorials

Sep. 12
A Moving Average
(2.1-2.2, Appendix A)

Sep. 14
Stationarity, White Noise
(2.1-2.2)
HW#2

Appendix A

Sep. 19
General Linear Processes and Moving Average Processes
(4.1, 4.2)

Sep. 21
Autoregressive AR(1) Process
(4.3)
Please come to GMCS-308? first, then
Computer Lab, GMCS-421
Lab: AR(1) and MA(1) Models
HW#3

.

Sep. 26
Moving Average: MA(1) and MA(2) Processes
Invertibility
(4.2, 4.5)

Sep. 28
Autoregressive AR(1) and AR(2) Process Stationarity
(4.3)
Practice Problems 1
(No HW due week of Exam 1)

Exam 1, In-class Wed. Oct. 5
Exam 1 Information

Oct. 3
AR(2) Process (cont.)
Review for Exam 1
(4.3)

Oct. 5
Exam 1, In-class
Exam 1, Take-home Part II (pdf)

.

Oct. 10
ARMA(1,1) and Partial ACF
(4.4 and 6.2)

Oct. 12
PACF of AR(1), AR(2), MA(1), MA(2) Process
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: AR(1) and MA(1) Models
HW#4

.

Oct. 17
Parameter Estimation
(Chapter 7)

Oct. 19
Parameter Estimation
(Chapter 7)
Please come to GMCS-308 first, then
Computer Lab, GMCS-421
Lab: Model Fitting
HW#5

.

Oct. 24
Model Diagnostics and Model Selection
(Chapter 8, 6.5)

Oct. 26
Model Diagnostics and Model Selection
(Chapter 8, 6.5)
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab: Model Fitting (cont.)
HW#6

.

Oct. 31
Nonstatonary Time Series
Backshift Operator Notation
(5.1, 5.2, 5.4, Appendix D )

Nov. 2
Nonstationary Time Models
(Chapter 5)
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab: ARIMA(p,d,q) Model Fitting
HW#7

.

Nov. 7
Forecasting
Moving Average Representation
(Chapter 9)

Nov. 9
Forecasting
(Chapter 9, 9.3 ARIMA Forecasting)

Exam 2, In-class Wed. Nov. 16
Exam 2 Information

Nov. 14
ARMA Forecasting
Review for Exam 2
(9.3)

Nov. 16
Exam 2, In-class
Exam 2, Take-home Part II (pdf)

.

Nov 21
ARMA Forecasting
Chapter 9
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab5 Forecasting

Nov 23
Thanksgiving Break
Campus Closed - no class

.

Nov 28
ARMA Forecasting
Chapter 9

Nov 30
ARMA Forecasting
Chapter 9
Please come to GMCS-308 first, then Computer Lab, GMCS-421
Lab5 Forecasting
HW#8

Dec 5
ARMA Forecasting and Seasonal Models
Chapter 9 and 10

Dec 7
ARMA Forecasting and Seasonal Models
Chapter 9 and 10

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

Dec 12
Review and Short Project Presentations!
see web page for info.

Dec 14
Short Project Presentations!
see Time Series Project
web page for info.
Project due!

Final Exam, In-class
Friday December 16, 6:00-8:00PM
Final Exam Information