STAT 697TS(Time Series Analysis and Application) - Spring 2017

SYLLABUS

• Syllabus

OFFICE HOURS

• Tuesday and Thursday, 2:30 p.m. - 4:00 p.m.
• or by appointment

ANNOUCEMENT

• Final Exam
• Midterm Exam
• Date and Time : March 28, 11:30 am - 12:45 pm
• Place : LGRT0219
• Materials : Jan 24 - Mar 23 (textbook, lecture notes and homeworks)
• It will be closed book and no formula-sheet is allowed.

COMPUTING USING R

• Download and Install R
• Instruction of using R

READING/HOMEWORK

• READING
• R note (written by Professor John Buonaccorsi)
• Gentle introduction to the R language
• Instruction of using R
• Chapter 1 in the textbook, lecture note 1,2, and tutorial 1,2
• Chapter 2, lecture note 3,4,5,6,7, and tutorial 3,4
• Chapter 3, lecture note 8 - 11, and tutorial 5-8
• Data and R codes used in lecture notes and Data in tutorials
• Lecture note 1 : summer.dat, cryer2.dat, yule2.dat, dailyibm.dat, rcode
• Tutorial 1 : soi.dat, recruit.dat
• Lecture note 2 & 3 : soi.dat, recruit.dat, lag.plot1.R , lag.plot2.R , rcode
• Tutorial 2 : globtemp.dat
• Lecture note 4 and Tutorial 3 : yule2.dat, yule1.dat, rcode
• Lecture note 5 & 6 : beer.dat, yule2.dat, river1.dat, cortex.dat, rcode
• Lecture note 7 : cmort.dat, beer.dat, jj.dat, rcode
• Tutorial 4 : gas.dat, cmort.dat
• Lecture note 8-11 : erie.dat, river1.dat, beer.dat, itall.R, sarima.R, sarima.for.R, rcode
• Tutorial 5-8 : cmort.txt, grain.txt, berkeley.dat, motel.dat, sheep.dat, tutorial5 rcode , tutorial6 rcode , tutorial7 rcode , tutorial8 rcode
• HOMEWORK (Homework is due at the begining of class on the due date)
• HW1 (due Feb 7th) : gas.dat
• HW2 (due Feb 14th)
• HW3 (due Feb 28th) : berkeley.dat, dailyibm.dat, tpmon.dat, globtemp.dat