Syllabus of STAT 626, Summer 1997

Professor H. Joseph Newton

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.
Address: Statistics Department , Texas A&M University , College Station TX 77845 USA.

Download zip file of Version 1.4 of Timeslab here


Knowledge of random variables, moments, distribution theory, maximum likelihood estimation, and regression analysis (using matrices) such as covered in STAT 601 is assumed; complex numbers and trigonometry.

Course Materials

The text for the course is a reprint of ``TIMESLAB: A Time Series Analysis Laboratory,'' written by the instructor and originally published by Wadsworth \& Brooks/Cole. It is available from Certified Copy Company, 1911 Texas Ave, South (across Texas Ave from El Chico). Copies of the program called TIMESLAB described in the text will be distributed in class.

Determining the Course Grade

Course Outline

June 161Introduction, Correlogram, Partial Correlogram1.1--1.4.2
June 172Introduction to TIMESLABAppendix B
June 193Periodogram1.4
June 204Periodogram1.4
June 235Transforming Data1.5
June 246Transforming Data1.5
June 267Simple Forecasting1.6
June 278Difference Equations1.6
June 309Theory of Covariance Stationary Time Series2.1, 2.2
July 110Exam 1: Covers Chapter 1
July 311Linear Filters2.3
July 4 Holiday
July 7 No Class
July 812Prediction Theory2.4
July 1013Randon Walks, ARMA Processes2.5
July 1114ARMA Processes2.5
July 1415Properties of Descriptive Statistics3.1
July 1516Tests for White Noise3.2
July 1717Window Spectral Estimation3.3
July 1818Estimating and Identifying ARMA Models3.4, 3.5
July 2119Exam 2: Covers Through Section 3.3
July 22 Last Day to Q drop
July 2220Box-Jenkins Forecasting3.6
July 2421Box-Jenkins Forecasting3.6
July 2522Other Modeling Strategies3.7
July 2823Searching for Periodicities3.8, 3.9
July 2924Introduction to Bivariate Series4.1
July 3125Coherence, Phase, Gain4.1
August 126More on Bivariate Series
August 427Final Project Reports4.2
August 528More Final Project Reports
August 729Last Day