Time Series - Theory and Applications
Instructor: Rebecka
Jornsten , Email: rebecka@stat.rutgers.EDU
Lecture: Tuesdays 6.40-9.30pm, SEC 208
Office Hours: Tuesdays 5.30-6.30pm, 451 Hill center
[ About the
course | Links]
Announcements
- Note room change: the class will be held in SERC 208 from now on
- Handouts posted under labs
About the course:
- Texts
- Required: Shumway, R., Stoffer, D. S., Time Series Analysis and Its Applications, 2nd edition.
- Homework
- Assigned in lecture, due 1-2 weeks later.
- Labs
- Assigned in lecture, and due 1-2 weeks later. Only typed lab reports will be accepted.
- Project
- The project proposal is due Tuesday March 20 (after spring break). Write a short (1-3 pages) description of the data, the source, and the analysis you anticipate completing.
- Computing
-
The labs are an integral part of the course. They will require you
to analyze data using the statistical software R and to
write up your findings in short reports. In addition, a final project counts for 25 % of your course grade. You can use other programming languages if you prefer, but the labs will be written for R and I will not assign alternative labs.
- Exams
- Final due May 2nd.
- Grading
- Your letter grade for the course will be based on the overall
score you get from homeworks, labs, the exam and the project.
| Homework and labs | 30% |
| Final | 35% |
| Project | 35% |
Links:
Course outline
Project
Lab Assignments, Homework
Notes
How to write a report
To learn more about R please consult the following online tutorials:
Back to : Rebecka Jornsten
01/16/07