| Week |
Date |
Topic |
Slides |
Notes with R Code |
Homework Assignments/Labs |
Exam/Project |
| 1 |
Aug. 19 and Aug. 21 |
Course Overview and Review of Statistical Concepts |
Course information; Slides 1 |
R Session 1 |
|
|
| 2 |
Aug. 24, Aug 26, and Aug. 28 |
Modeling Trend and Seasonality with Regression Techniques |
Slides 2 |
R Session 2 |
HW 1 Due: Aug. 27 |
|
| 3 |
Aug. 31, Sep. 2, and Sep. 4 |
Stationary Processes: Properties, Mean, and Covariance Functions |
Slides 3 |
R Session 3 |
HW 2 Due: Sep. 3 |
|
| 4 |
Sep. 7, Sep. 9, and Sep. 11 |
Model-Free Estimation of Stationary Means and Covariances |
Slides 4 |
R Session 4 |
HW 3 Due: Sep. 10 |
|
| 5 |
Sep. 14, Sep. 16, and Sep. 18 |
ARMA Models: Properties, Identification, and Estimation |
Slides 5 |
R Session 5 |
HW 4 Due: Sep. 17 |
|
| 6 |
Sep. 21, Sep. 23, and Sep. 25 |
ARMA Models: Inference, Diagnostics, and Model Selection |
Slides 6 |
R Session 6 |
|
Exam I: Sep. 23 |
| 7 |
Sep. 28, Sep. 30, and Oct. 2 |
ARMA Models: Prediction and Forecasting, Modeling Case Study |
Slides 7 |
R Session 7 |
HW 5 Due: Oct. 1 |
|
| 8 |
Oct. 5, Oct. 7, and Oct. 9 |
Seasonal Models: SARIMA |
Slides 8 |
R Session 8 |
HW 6 Due: Oct. 8 |
|
| 9 |
Oct. 14 and Oct. 16 |
Regression with Time Series Errors and Related Topics |
Slides 9 |
R Session 9 |
|
|
| 10 |
Oct. 19, Oct. 21, and Oct. 23 |
GARCH Models and Their Applications in Financial Time Series |
Slides 10 |
R Session 10 |
|
|
| 11 |
Oct. 26, Oct. 28, and Oct. 30 |
Frequency-Domain Analysis of Time Series |
Slides 11 |
R Session 11 |
|
Exam II: Oct. 30 |
| 12 |
Nov. 2, Nov. 4, and Nov. 6 |
Estimation in the Frequency Domain |
Slides 12 |
R Session 12 |
HW 7 Due: Nov. 5 |
|
| 13 |
Nov. 9, Nov. 11, and Nov. 13 |
Introduction to State-Space Models |
Slides 13 |
R Session 13 |
|
Final Project Proposal Due: Nov. 12 |
| 14 |
Nov. 16, Nov. 18, and Nov. 20 |
State-Space Models and Geostatistics |
Slides 14 |
R Session 14; Geostatistics |
HW 8 Due: Nov. 19 |
|
| 15 |
Nov. 23 |
Spatial-Temporal Models |
Slides 15 |
R Session 15 |
|
|
| 16 |
Nov. 31, Dec. 2, and Dec. 4 |
Review and Further topics |
Slides 16 |
|
|
Final Project Presentation |
| 17 |
Dec. 7-11 |
Final Project |
|
|
|
Final Project Due |