Class: M-T-TH-F, 2:00--3:15, Blocker 161
Office: 447 Blocker Building.
Hours: Daily, 1:00-2:00, or by
appointment.
Phone: (409) 845-3141.
FAX: (409) 845-3144.
E-mail:
jnewton@stat.tamu.edu
Address:
Statistics Department ,
Texas A&M University ,
College Station TX 77845 USA.
Download zip file of Version 1.4 of Timeslab here
Date | Number | Topic | Chapter |
June 16 | 1 | Introduction, Correlogram, Partial Correlogram | 1.1--1.4.2 |
June 17 | 2 | Introduction to TIMESLAB | Appendix B |
June 19 | 3 | Periodogram | 1.4 |
June 20 | 4 | Periodogram | 1.4 |
June 23 | 5 | Transforming Data | 1.5 |
June 24 | 6 | Transforming Data | 1.5 |
June 26 | 7 | Simple Forecasting | 1.6 |
June 27 | 8 | Difference Equations | 1.6 |
June 30 | 9 | Theory of Covariance Stationary Time Series | 2.1, 2.2 |
July 1 | 10 | Exam 1: Covers Chapter 1 | |
July 3 | 11 | Linear Filters | 2.3 |
July 4 | Holiday | ||
July 7 | No Class | ||
July 8 | 12 | Prediction Theory | 2.4 |
July 10 | 13 | Randon Walks, ARMA Processes | 2.5 |
July 11 | 14 | ARMA Processes | 2.5 |
July 14 | 15 | Properties of Descriptive Statistics | 3.1 |
July 15 | 16 | Tests for White Noise | 3.2 |
July 17 | 17 | Window Spectral Estimation | 3.3 |
July 18 | 18 | Estimating and Identifying ARMA Models | 3.4, 3.5 |
July 21 | 19 | Exam 2: Covers Through Section 3.3 | |
July 22 | Last Day to Q drop | ||
July 22 | 20 | Box-Jenkins Forecasting | 3.6 |
July 24 | 21 | Box-Jenkins Forecasting | 3.6 |
July 25 | 22 | Other Modeling Strategies | 3.7 |
July 28 | 23 | Searching for Periodicities | 3.8, 3.9 |
July 29 | 24 | Introduction to Bivariate Series | 4.1 |
July 31 | 25 | Coherence, Phase, Gain | 4.1 |
August 1 | 26 | More on Bivariate Series | |
August 4 | 27 | Final Project Reports | 4.2 |
August 5 | 28 | More Final Project Reports | |
August 7 | 29 | Last Day |