1/18 - We started covering Chapter 1.
*Assignment due 1/25: Here. Here is the R guide.
1/25 - We covered more topics from Chapter 1.
*Assignment due 2/1: Here. Here is the airline passengers data set.
2/1 - We covered more topics from Chapters 1 and 2.
*Assignment due 2/8: Here. Here are the four time series: Series #1, Series #2, Series #3, Series #4.
2/8 - We discussed forecasting, which is covered in Section 3.5 of the textbook.
*Assignment due 2/15: Here.
*Assignment due 2/22: Short course project proposal as described here.
2/15 - We discussed ARMA processes, which are introduced at the start of Chapter 3.
*Assignment due 2/22: Here.
2/22 - We discussed the PACF and the fitting of ARMA models, which is discussed in Chapter 3.
*Assignment due 2/29: Here. Here is the Phillies time series.
2/29 - We discussed estimation of ARMA models and order selection.
*Assignment due 3/14: Here. Here are the two time series: Series #1, Series #2.
***The midterm test is on 3/14.***
3/14 - We took the midterm test.
3/21 - We discussed seasonal ARIMA models and other Chapter 3 topics.
*Assignment due 3/28: Here.
3/28 - We started discussing the frequency domain approach to time series, which is covered in Chapter 4.
*Assignment due 4/4: Here.
4/4 - We continued covering Chapter 4.
*Assignment due 4/11: Here.
4/11 - We covered topics from Chapters 4 and 5.
*Assignment due 4/18: Here.
4/18 - We discussed regression with ARMA errors. This topic is discussed in Chapter 5.
*Assignment due 4/25: Here. This also includes the presentation schedule for May 2.
4/25 - We discussed the cross-correlation function. This topic is discussed in Chapter 1.
5/2 - We did course project presentations.