Stat 153, Fall 2007:

Introduction to Time Series


Office hours
Instructor Peter Bartlett bartlett@stat Evans 399, Tue 9:30-10:30. Soda 723, Thu 3-4.
Nate Coehlo
nate@stat Evans 342, Mon 12-1. Evans 342, Wed 12-1.

Lectures:  Evans 6. Tuesday/Thursday 11 - 12:30.

Classroom Section:  Mon 11-12, Evans 332.

Computer Lab:  Wed 11-12, Evans 342.

Course Outline:

An introduction to time series analysis in the time domain and frequency domain. Topics will include: Stationarity, autocorrelation functions, autoregressive moving average models, partial autocorrelation functions, forecasting, seasonal ARIMA models, power spectra, discrete Fourier transform, parametric spectral estimation, nonparametric spectral estimation.


Time Series Analysis and its Applications. With R Examples., by Robert H. Shumway and David S. Stoffer. Springer. 2nd Edition. 2006. web site.


101, 134 or consent of instructor.


Lab/Homework Assignments (35%): posted every two weeks, and due on Wednesdays at 11 (at the start of the section). The grade will be the average of the all homework grades except the worst.
Midterm Exam (25%): scheduled for October 16, at the lecture.
Final Exam (40%): scheduled for Saturday 12/15/07. See

Lab/Homework Assignments:


Chapter/section references are to Shumway and Stoffer.