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.