STAT 673 (MWF - 10:20-11:10)

Instructor: Suhasini Subba Rao (office: Blocker 432).

Here is the Handout

• Time Series (Beware I have not corrected Chapter 11, which is not included in the syllabus).
• Chapter 1 Rcode

  Nonparametric regression with dependent errors Hart (1991)

  Rcode to generate and plot a random walk Random Walk

  Rcode to generate and plot noise plus trend, and their kernel smooth estimator Nonparametric regression

  Rcode of periodic function and its Fourier transform Periodic function

  Estimating periods in a signal Period Detection

• Chapters 2 and 3 Rcode

  Simulating AR processes AR

  Rcode to simulating an AR(2) process with complex roots AR(complex)

  Rcode for HW5 Code

• Homework 1. Exercises: 1.1-1.5 (non-statistics students do not have to attempt Exercise 1.4). Due September 10th.
• Homework 2. Exercises: 2.1-2.5 (2.5(ii) is optional). Due September 17th.
• Homework 3. Due Friday 28th Sept. Statistics students: Exercises: 3.1-3.6. Nonstatistics students: Exercises: 3.1, 3.3, 3.5 and 3.6.
• Homework 4. Due Monday 8th Oct. Exercises: 4.1-4.6.
• Homework 5. Due Friday 19th Oct. Exercises: 4.7-4.9.
• Homework 6. Due Monday 30th Oct. All exercises in chapter 5.

Data