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732A34 Time Series Analysis

Work plan and material


Course material (additional)

 


Work plan and recommended exercises

Week

Contents

Reference

Additional

35

Fundamental concepts

Chapter 1, 2 Recommended exercises: 1.4, 1.6, 2.1, 2.3, 2.5, 2.8, 2.11, 2.15, 2.20, 2.24
36 Trends and seasons Chapter 3

Recommended exercises: 3.3, 3.4, 3.5, 3.7, 3.9, 3.11, 3.16

Assignment 1 will be distributed

37 Models for stationary and non-stationary series Chapter 4,5 Recommended exercises: 4.1, 4.6, 4.9, 4.15, 4.19, 4.21, 5.2, 5.7, 5.11, 5.14, 5.16
38 Model specification Chapter 6

Recommended exercises: 6.4, 6.11, 6.17, 6.19, 6.20, 6.21, 6.27, 6.28, 6.30, 6.33, 6.35, 6.36, 6.39

Assignment 2 will be distributed

39 Estimation and model diagnostics Chapter 7, 8 Recommended exercises: 7.1, 7.4, 7.6, 7.10, 7.14, 7.17, 7.21, 7.28, 7.30, 8.4, 8.7, 8.9, 8.11
40 Forecasting and seasonal models Chapter 9, 10

Recommended exercises: 9.1, 9.2, 9.8, 9.11, 9.16, 9.21, 9.22, 9.23, 9.25, 10.2, 10.5, 10.7, 10.9, 10.11

Assignment 3 will be distributed

41 Time series regression Chapter 11 Recommended exercises: 11.3, 11.6, 11.11, 11.14, 11.15, 11.16, 11.18, 11.19, 11.20
42 Models of heteroscedasticity Chapter 12 Recommended exercises: 12.2, 12.7, 12.8, 12.10

Page responsible: Anders Nordgaard
Last updated: 2013-07-25