STAT 496, Fall 2016
Friday December 16, 6:00PM-8:00PM
In-class
Covering:
Exam 1:
- Chapter 1 (HW#1), Chapter 2 (HW#2), Chapter 3 (HW#3 and Practice Problems 1)
- Chapter 2 Nonstationary Time Series - Random Walk; Weak or Second-order Stationary; White Noise
- Chapter 3 Stationary Time Series Models: AR(1), MA(1), MA(2)
Stationarity conditions for AR(1) and Invertibility conditions for MA(1).
Exam 2:
- Chapter 4 and 6.2 (HW#4), Chapter 7 (HW#5), Chapter 8 and 6.5 (HW#6), Chapter 5 (5.1, 5.2, 5.4 and Appendix D) (HW#7).
After Exam 2:
- Chapter 9 Forecasting (9.1), (9.3), (9.4), (9.9) (HW#8)
- MA and AR Representations (9.7) (Practice Problem 2)
- No Seasonal Models
any other lecture or lab material presented
You may use:
- 3 sheets (8 1/2 x 11) one-side of notes (or equivalent)
Notes will be collected with exam (and returned later)
- PACF handout
- Calculator