Time Series Labs - Spring 2007

• Lab1: Getting started
• Data for lab 1: animal sleep data
• Data for lab 1: sunspots data
• Lab2: Filters, AR and tests of randomness
• Data for lab 3: lynx data
• Handout 1: Scan001.pdf
• Handout 2: Scans002.PDF
• Data for lab 3: co2 data
• Data for lab 3: simulated ARMA data
• Lab3: Model estimation and validation
• Lab4: Spectral methods
• Transfer function transfer.s
• Lab 5: Bivariate analysis
• Coherence estimate cohplot1.q
• Phase estimate phaplot1.q
• Transfer function estimate esttransfer.q
• Class notes: Bootstrap
• Direct method cfdirect.q
• FD jacknife FDJ2.q
• Stationary bootstrap statboot.q
• Final: PDF
• Unexmployment data: tab del file
• Marine data: tab del file

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01/07/03