Applied Time Series Analysis

ST730, FALL 2012
Course Syllabus     Homeworks ;     Lecture Notes;     The R project home page

NO Class on Oct 26, 2012 (TH)


  • CLASS ROOMS + HOURS: TTh 01:30-2:45pm, 01216 SAS Hall

  • INSTRUCTOR: S.N. Lahiri, 5140 SAS Hall, (919) 515-1906; snlahiri(at)stat.ncsu.edu

  • TA: Xiaoshan Li, 5123 SAS Hall, (919) 961-8848; xli12(at)ncsu.edu

  • OFFICE HOURS:
          SNL:   Fri 2:00-4:00pm ;       XL:   W: 2:50-4:50pm

  • Prerequisite: ST 512. This course requires two semesters of statistical methods, normally ST 511-512. Students will be expected to be familiar with basic statistical ideas such as parameter estimates, standard errors, confidence intervals, t-tests and F-tests, especially.

  • TEXT: Time Series Analysis and Its Applications, 3rd edition, by Robert H. Shumway and David S. Stoffer; Springer.

  • COURSE GRADE: The grade for this course will be determined based on your performance on homework assignments (10%)and three exams (30% each).

  • Test Schedule:
    • Exam 1 (Take Home): Th 9/27 ;        Solution
    • Exam 2 (In class) : Tue 10/30;           Rules
    • Exam 3 (Take Home): : Th 11/29 (Tentative)

snlahiri@stat.ncsu.edu
Aug 23, 2012.