Applied Time Series Analysis
ST434-534, FALL 2017 `
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NO Class/Office Hours(SNL) : Thursday, Aug 31, 2017
CLASS ROOMS + HOURS:
TTh 01:30-2:45pm, 0202 Poe Hall
INSTRUCTOR: S.N. Lahiri, 5140 SAS Hall,
(919) 515-1906;     snlahiri(at)ncsu.edu
(On campus Sections)
OFFICE HOURS: (All times are in EST):
SNL:   M-T 2:50-4:20pm (all sections)
T 6:30-8:00pm (Online)
LY: TH 10-11:30am; Fri 11:30-1:00pm(in SAS 1101)
WZ: M-TH-Fri 6:30-7:30pm (Online)
ST 512. This course requires two semesters of statistical methods,
normally ST 511-512. Students are expected to be familiar with
basic statistical ideas such as parameter estimates, standard errors,
confidence intervals, t-tests and F-tests.
Time Series Analysis and Its Applications, 4th edition,
Robert H. Shumway and David S. Stoffer; Springer.
Homework sets will be assigned regularly
about one set (consisting of upto 6
problems) every two weeks.
Students are expected to hand in solutions to all the problems.
However, only a (randomly?) selected part of the assigned
problems will be graded. Solutions to all problems will be
The grade for this course will be determined based on your performance
on homework assignments (10%), one quiz (15%) and two Mid-term exams ( 20% each)
and the Final Exam (35%).
Exam-I (Take Home)
: Oct 03, 2017
On campus Students:
(In Class) : Oct 24,2017
Off campus Students: (Proctored)-
Scheduled by DELTA
Exam 2 (Take Home) : Nov 16, 2017
Aug 15, 2017.