STAT 520 HOME PAGE: FALL 2013

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FORECASTING AND TIME SERIES

Instructor: Joshua M. Tebbs

Office: 209G LeConte (tel: 777.5163)

Office Hours: 10.00-11.00am MW

Class Time: 11.40am-12.55pm MW in Wardlaw 116

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Handouts:

• Syllabus
• Paper by Fisher and Gallagher (2012, JASA)
• Course notes*

* This is the complete set of course notes for STAT 520. Please let me know if you find any errors.

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Distance Education:

• video.sc.edu

Contact: Emily Davis (ph: 803.777.7211)
Email: emilydavis@sc.edu

Please contact Emily 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 Dr. 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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Homework Assignments:

• Homework 1. Due Monday, September 9.
• Homework 2. Due Monday, September 23.
• Homework 3. Due Monday, October 7.
• Homework 4. Due Monday, November 4.
• Homework 5. Due Monday, November 18.
• Homework 6. Due Monday, November 25.
  
  

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R Code: This is the R code that I used to produce the graphics/analysis in the notes.

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

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Data sets: 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 are listed below.

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

Note: To download for analysis, 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:

· Information. Due Monday, November 25. You can turn in your project any time before Friday, December 13 at 9.00am and receive full credit. Here is a sample project from a student in my Fall 2011 class.

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Exams:

• Midterm: Covers Chapters 1-5. Due Monday, October 21 at 2.00pm. (Fall 2011 Exam)
• Final Exam: Covers Chapters 1-10. Date: Friday, December 13 at 9.00am. (Fall 2011 Exam)
  
  

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Last updated: December 2, 2013.