Time Series - Theory and Applications

[ 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:

• An introduction to R (by W. N. Venables, D. M. Smithand and the R Development Core Team) (105 pages pdf file)
• An introduction to R (by Phil Spector) (10 pages pdf file)
• Introduction to Using R (by Duncan Murdoch) (webpage)