STAT 520 HOMEPAGE: FALL, 2011

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FORECASTING AND TIME SERIES

Instructor: Joshua M. Tebbs

Office: 209G LeConte (tel: 777.5163)

Office Hours: 1.00-2.00 MTWTh (or by appointment)

Class Time: 4.00-5.15 MW in BA 203

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Handouts:

• Syllabus
• Course notes*

* This is the complete set of course notes (Chapters 1-10). Please let me know if you find any errors.
Note: You can purchase a complete set of the course notes at Quick Copy (1st floor of Russell House).

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Distance Education:

• video.sc.edu

Contact: Richard Davis
Email: rldavis@mailbox.sc.edu
Phone: 803.777.7211
Please contact Richard with questions about anything related to the distance learning aspect of this course.

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Time Series Websites:

• TSA with Applications in R. This website is managed by Professor Kung-Sik Chan (a co-author of our textbook).
• Time Series Data Library. This is a comprehensive collection of time series data sets. Do a Google search on "time series data sets" to find other websites.
• Shumway and Stoffer. This is a website created for Time Series Analysis and its Applications (with R Examples) by Shumway and Stoffer (an excellent reference).
• UNL STAT 892: Time Series Analysis. This is a website created by Dr. Christopher R. Bilder at University of Nebraska. Click "Schedule" for Dr. Bilder's course notes (he uses Shumway and Stoffer).
  
  

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Software:

• R
  
  

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Homework Assignments:

• Homework 1. Due Wednesday, August 31. (Solutions)
• Homework 2. Due Wednesday, September 14. (Solutions)
• Homework 3. Due Wednesday, September 28. (Solutions)
• Homework 4. Due Monday, October 31. (Solutions)
• Homework 5. Due Wednesday, November 9. (Solutions)
  
  

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R Code:

• Chapter 1
• Chapter 2
• Chapter 3
• Chapter 4
• Chapter 5
• Chapter 6
• Chapter 7
• Chapter 8
• Chapter 9
• Chapter 10

Note: This is the R code that I used to produce the graphics/analysis in the notes. Please let me know if you find any errors.

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Data Sets:

• brick
• cows
• earthquake
• enrollment
• exchangerate
• globaltemps
• gota
• homeruns
• huron
• ibm
• internet
• schiz
• sp500
• supremecourt
• tb
• ventilation

Note: Many data sets used in this course will be available in the TSA package. However, I will use other data sets (not in the TSA package), and these will be available here. To download, you can just cut and paste the data set into a Notepad file (for example) and then save this file (e.g., gota.txt) to a directory that you know. See my Chapter 1 R code for examples on how to call the data into R.

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Project: Turn in by Monday, December 5 at 5.00pm. Project Information

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Exams:

• Midterm: Due Wednesday, October 19.
• Final Exam: Monday, December 5 at 2.00pm.
  
  

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Last updated: December 12, 2011.