Department of Statistics

California State University, Hayward 

Summer 2005

Stat 4866/6871: Seminar - Introduction to Time Series Analysis

Course Description Homework Important Dates Statistics Software
Syllabus Handouts Stat Lab Online Statistics Texts
Blackboard Horizon email Statistics Links

Week 10:

  • The final Exam will be on Wed August 31 at 8pm.

Week 9:

  • For the class project you will need to find a time series dataset and develop an ARIMA model for the data.  project.pdf

Week 8:

  • Finished ARIMA modeling.
  • Introduce related topics

Week 7:

  • The Midterm will be given on Wednesday August 3 in class.  You may use 6 pages of notes.  The test will cover material from the class notes, homework and book. 
  • The topics are: Classical Decomposition Model, Stationarity, ACF, White Noise, Transformations, CCF, Random Walk, Differencing, Joint Stationarity, Linear Process, Autoregression, PACF, AR(p), MA(q), ARMA(p,q), ARIMA(p,d,q), SARIMA(p,d,q)(P,D,Q)s, Causality, Invertability, Identifying Models, Forecasting
  • The solution to hw3 has been posted on Blackboard to study from.
  • Homework 3 will be collected on Wed. August 10.
  • For Stat. 4866 Homework 3 and 4 has been posted covering Ch. 8 and Ch. 9.
  • The take-home midterm will be collected on Wed. August 10.
  • Next week, Monday August 8, class will be canceled.  The time should be devoted to finishing hw3 and the take-home midterm. 

Week 6:

  • Homework 2 will be collected today in class.
  • Please start working on Homework 3.
  • Today we will go to the computer lab to fit ARIMA models with SAS and R/Splus.

Week 5:

  • The take-home midterm has been posted under Handouts.

Week 4:

  • The last day to turn in hw 1 is Monday July 11.
  • Homework 2 has been posted.

Week 3:

  • Homework 1 will be collected this week on Wednesday.
  • Please start working on Homework 2.
  • The Homework for Stat. 4866 has been posted.  Homework 1 will be collected next week.

Week 2:

  • Homework 1 is due Wednesday July 6.
  • Note that Monday July 4 is a holiday.  University is closed.  No class that night.
  • Wednesday we will be going to the computer lab from 9-10pm to work with R/Splus and ASTSA.  We will run the handouts from Chapter 1 Problems and Examples.  Everyone who has not used R or Splus before should work through the examples in the Introductory handout.
  • Everyone should start working on Homework 2.

Week 1:

  • Everyone should figure out how to log into their Blackboard (Bb) account.  I will be posting the solutions to the homework on Bb and recording homework scores.
  • Everyone should figure out how to log into there Horizon email account since all of your official university email is sent there.  Also, if I send a mass email to the class through Bb it will be sent to that email account.
  • See the Homework link for Homework #1.
  • See the Handouts link for the Introduction to S-Plus handout and the links to Chapter 1 Examples and Problems handouts.
  • Everyone should figure out how to download the relevant datasets from the website for the book.  It might also be of interest to test out the author's software package ASTSA.

Week 0: