Syllabus of STAT 685, Summer 2007

H. Joseph Newton
Professor of Statistics and Dean of Science
Texas A&M University

Class: T-Th, 1:30-3:00, Blocker 517
Office: 517 Blocker Building.
Hours: Daily, 1:00-2:00, or by appointment.

Phone: (979) 845-8817.
FAX: (979) 845-6077.
Address: Statistics Department , Texas A&M University , College Station TX 77843-3143 USA.


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. Try to get copies from people who took the course before.

A set of course notes is available on the course web page under ``Topic pdf files'' on the ``Course notes'' page.

The software for the course is a translation of the timeslab software that accompanies the text into the freely available R language (R is available for free download to PCs)

Determining the Course Grade

Course Outline