Applied Time Series Analysis
ST434534, FALL 2017
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Course Syllabus
Homeworks ;
Lecture Notes;
The R project home page
NO Class/Office Hours(SNL) : Thursday, Aug 31, 2017

CLASS ROOMS + HOURS:
TTh 01:302:45pm, 0202 Poe Hall

INSTRUCTOR: S.N. Lahiri, 5140 SAS Hall,
(919) 5151906; snlahiri(at)ncsu.edu

TA:
(On campus Sections)
Lin Yu;
lyu9(at)ncsu.edu
(Online Section)
Wei Zhao
wzhao8(at)ncsu.edu

OFFICE HOURS: (All times are in EST):
SNL: MT 2:504:20pm (all sections)
T 6:308:00pm (Online)
LY: TH 1011:30am; Fri 11:301:00pm(in SAS 1101)
WZ: MTHFri 6:307:30pm (Online)

Prerequisite:
ST 512. This course requires two semesters of statistical methods,
normally ST 511512. Students are expected to be familiar with
basic statistical ideas such as parameter estimates, standard errors,
confidence intervals, ttests and Ftests.

TEXT:
Time Series Analysis and Its Applications, 4th edition,
by
Robert H. Shumway and David S. Stoffer; Springer.

Home work:
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
provided.

COURSE GRADE:
The grade for this course will be determined based on your performance
on homework assignments (10%), one quiz (15%) and two Midterm exams ( 20% each)
and the Final Exam (35%).

Exam Schedule:

ExamI (Take Home)
: Oct 03, 2017

Quiz

On campus Students:
(In Class) : Oct 24,2017

Off campus Students: (Proctored)
Scheduled by DELTA

Exam 2 (Take Home) : Nov 16, 2017

Final Exam
snlahiri@stat.ncsu.edu
Aug 15, 2017.