
Department of Statistics
California State University,
Hayward
Summer 2005


Stat 4866/6871: Seminar  Introduction to Time Series Analysis
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 takehome 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 takehome 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 takehome 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 910pm 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 SPlus 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:
