Time Series - Theory and Applications
Instructor: Rebecka
Jornsten , Email: rebecka@stat.rutgers.EDU
Lecture: Thursday 6.20-9pm, SEC 216
Office Hours: Thursday 2-4pm, 451 Hill center
[ About the
course | Links]
Announcements
- EXAM: 8-11pm in SEC216. Open book, open notes.
- Practice problems pdf file
- Practice problems - solutionspdf file
- Solution to Q3-4 from last year's final pdf file
About the course:
- Texts
- Required: Brockwell, P., Davis, A. Introduction to Time Series and Forecasting . 2nd edition, Springer.
- Suggested: Shumway, R., Stoffer, D. S., Time Series Analysis and Its Applications.
- Suggested: Venables and Ripley , Modern Applied Statistics with Splus.
- 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 Thursday Oct 28. 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 Dec 16
- 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 | 25% |
| Final | 50% |
| Project | 25% |
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
06/16/04