Statistics 153: Introduction to Time Series Analysis (Spring 2013)
Instructor: Aditya Guntuboyina. Lectures are from 3:30 to 5 on Tuesdays and Thursdays at 9 Lewis Hall. Office hours are from 11 to 12 on Tuesdays and Thursdays at 423 Evans Hall.
GSI: Wenchang Zhang. Lab Section is from 12 to 2 or 3 to 5 on Wednesdays at 330 Evans Hall. Office hours are from 5 pm to 7 pm on Tuesdays and 8 am to 10 am on Fridays at 307 Evans Hall.
Basic information about the course including syllabus outline and grading assessment can be found here.
The text for the course is: Time Series Analysis and its Applications (Third Edition) by Shumway and Stoffer.
Lecture Materials
1) Lecture 1 (22 January, 2013) : Notes. R code. Google trends datasets: tea, heating, amazon, google. US population Dataset: USpop.
Relevant Book Parts: Sections 1.1, 1.2, Example 1.8, Definitions 1.14 and 1.15 and Property 1.1.
2) Lecture 2 (24 January, 2013): Notes. R code.
Relevant Book Parts: Section 2.1, Initial Part of Section 2.2, Example 2.10
3) Lecture 3 (29 January, 2013): Notes. R code.
Relevant Book Parts: Section 2.3 (until page 62), Example 2.8, Example 1.11 and Example 1.12.
4) Lecture 4 (31 January, 2013): Notes. R code.
Relevant Book Parts: Section 1.4, Section 1.5, Example 3.4
5) Lecture 5 (05 February, 2013): Notes. R code.
Relevant Book Parts: Chapter 3 (until page 91)
6) Lecture 6 (07 February, 2013): Notes. R code.
Relevant Book Parts: Section 3.2, Section B.2
7) Lecture 7 (12 February, 2013): Notes. R code.
Relevant Book Parts: Example 3.8. Section 3.3 and Section 3.4 (until page 104).
8) Lecture 8 (14 February, 2013): Notes. R code.
Relevant Book Parts: Section 3.3 and Section 3.4 (Until Page 104)
9) Lecture 9 (19 February, 2013): Notes. R code.
Relevant Book Parts: Section 1.6 and Theorem A.7.
10) Lecture 10 (21 February, 2013): Notes. R code.
Relevant Book Parts: Section 3.4 and Section 3.5.
11) Lecture 11 (26 February, 2013): Notes.
Relevant Book Parts: Section 3.6 (until Page 127)
12) 28 February, 2013 - Midterm One
13) Lecture 12 (05 March, 2013): Notes. R code.
14) Lecture 13 (07 March, 2013): Notes.
15) Lecture 14 (12 March, 2013): Notes. R code.
16) Lecture 15 (14 March, 2013): Notes. R code.
17) Lecture 16 (19 March, 2013): Notes. R code.
18) Lecture 17 (21 March, 2013): Notes. R code.
19) Lecture 18 (2 April, 2013): Notes. R code.
20) Lecture 19 (4 April, 2013): Notes. R code.
21) Lecture 20 (9 April 2013): Notes. R code.
22) Lecture 21 (11 April 2013): Notes.
23) Lecture 22 (16 April 2013): Notes. R code.
24) Lecture 23 (18 April 2013): Notes.
25) Lecture 24 (23 April 2013): Notes.
26) Lecture 25 (25 April 2013): Notes. R code.
27) Lecture 26 (30 April 2013): Notes. R code.
Homeworks
1) Homework 1 (due on 13 February, 2013)
2) Homework 2 (due on 27 February, 2013)
3) Homework 3 (due on 03 April, 2013)
4) Homework 4 (due on 24 April, 2013)
5) Homework 5 (due on 8 May, 2013)