MATH 4070 Regression and Time-Series Analysis

Contact Information

Instructor: Whitney Huang
Email: wkhuang@clemson.edu
Office Hours: Tue., Wed., and Thurs., 1:45 pm - 2:30 pm, and by appointment
Syllabus:Link

Announcements

  • Welcome to MATH 4070!

Schedule

Week Date Topic Lecture Notes R Session Homework Exams and Project
1 Aug. 22 Course Information and Review Format presented in class; Format suitable for printing
2 Aug. 27 and Aug. 29 Simple Linear Regression Format presented in class; Format suitable for printing R session 1
3 Sep. 3 and Sep. 5 Multiple Regression I Format presented in class; Format suitable for printing R session 2 HW 1 Due: Sep. 5
4 Sep. 10 and Sep. 12 Multiple Regression II Format presented in class; Format suitable for printing R session 3
5 Sep. 17 and Sep. 19 Time Series Regression Format presented in class; Format suitable for printing R session 4 HW 2 Due: Sep. 19
6 Sep. 24 and Sep. 26 Autocorrelation and Time Series Models Format presented in class; Format suitable for printing R session 5 Exam I: Sep. 24
7 Oct. 1 and Oct. 3 Stationary Processes Format presented in class; Format suitable for printing R session 6 HW 3 Due: Oct. 3
8 Oct. 8 and Oct. 10 Autoregressive Moving-Average (ARMA) Models Format presented in class; Format suitable for printing R session 7
9 Oct. 15 and Oct. 17 ARMA Models: Properties, Identification, and Estimation Format presented in class; Format suitable for printing R session 8 HW 4 Due: Oct. 20
10 Oct. 22 and Oct. 24 ARMA Models: Estimation, Diagnostics, and Model Selection Format presented in class; Format suitable for printing R session 9
11 Oct. 29 and Oct. 31 ARMA Models: Prediction and Forecasting Format presented in class; Format suitable for printing R session 10 Exam II: Oct. 29
12 Nov. 7 ARMA Case Study and ARIMA Models Format presented in class; Format suitable for printing R session 11 HW 5 Due: Nov. 7
13 Nov. 12 and Nov. 14 Seasonal Models: SARIMA Format presented in class; Format suitable for printing R session 12
14 Nov. 19 and Nov. 21 Regression with ARMA Errors Format presented in class; Format suitable for printing R session 13 HW 6 Due: Nov. 21
15 Nov. 26 Exam III Review Format presented in class; Format suitable for printing Exam III: Nov. 26
16 Dec. 3 and Dec. 5 Final Project Presentation and Review Format presented in class; Format suitable for printing Final Project Presentation: Dec. 5
17 Dec. 9 - Dec. 13 Finals Week Final Project Report Due: Dec. 9 11:59pm EST