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732A34 Time Series Analysis

Work plan and material


Course material (additional)

 

For full timetable see TimeEdit

Work plan and recommended exercises

Week 35

Monday 24/8

Lecture 1

Introduction and fundamental concepts
Chapter 1, 2

L1

Tuesday 25/8

Lecture 2

Trends and seasons + R intro
Chapter 3

L2
Rintro
Week 36

Tuesday 1/9

Lecture 3

Models for stationary and non-stationary series
Chapter 4, 5

Wednesday 2/9

Seminar 1

Recommended exercises: 2.1, 2.4, 2.5, 2.8, 2.11, 2.15, 2.19, 2.24, 3.3, 3.5, 3.7, 3.9, 3.11acd, 4.1, 4.5, 4.6, 4.8, 4.19, 4.2, 5.2, 5.7, 5.11, 5.14

Friday 4/9

Computer lab 1

Deadline 2015-09-14

Lab1
Rhine
silver
Week 37

Tuesday 8/9

Lecture 4

Model specification
Chapter 6

Thursday 10/9

Lecture 5

Parameter estimation and model diagnostics
Chapter 7, 8

Week 38

Wednesday 16/9

Lecture 6

Forecasting and seasonal models
Chapter 9, 10

Thursday 17/9

Seminar 2

Recommended exercises: 6.12, 6.13, 6.17, 6.19, 6.30, 6.35, 6.39, 7.1, 7.4, 7.6, 7.10, 7.21, 7.28, 7.30, 8.1, 8.4, 8.7, 8.11

Friday 18/9

Computer lab 2

Deadline 2015-09-28

Week 39

Tuesday 22/9

Lecture 7

Time series regression models
Chapter 11

Thursday 24/9

Seminar 3

Recommended exercises: 9.1, 9.2, 9.8, 9.11, 9.18, 9.19, 9.25, 10.2, 10.5, 10.7, 10.9, 11.2, 11.6, 11.11, 11.14, 11.19, 11.20

Week 40

Tuesday 29/9

Lecture 8

Time series models of heteroscedasticity
Chapter 12

Tuesday 29/9

Computer lab 3

Deadline 2015-10-07

Week 41

Tuesday 6/10

Seminar 4

Recommended exercises: 12.2, 12.4, 12.3, 12.7, 12.8, 12.9


Page responsible: Per Sidén
Last updated: 2015-08-26