STA6856 - Time Series Analysis

acohen [@] uwf edu

Tentative Schedule

Week Day Topic(s) Readings/Tasks
1 T Intro to Time Series Slides 1-16
  TR Introduction to R/RStudio/Quarto for Time Series  
2 T Introduction to R/RStudio/Quarto for Time Series  
  TR Practice Assignement 1 Group no meeting  
3 T Zero-Mean Simple Models + Covariance Slides 17-27
  TR Stationary + Autocorrelation function + MA(1) Slides 28-38
4 T TS decomposition + Trend/Seasonality Estimation/Elimination Slides 39-46
  TR TS decomposition + Trend/Seasonality Estimation/Elimination  
5 T Differencing Operator + Examples with R Slides 47-52
  TR TS Decomposition - Practice Assignement 2 Group no meeting  
6 T Stationary processes + ARMA(p,q) Slides 75-91
  TR Estimation Mean and ACF + ARMA models  
7 T ARMA modeling  
  TR ARMA Practice Assignement 3 Group no meeting  
8 T Review -CSP Conference  
  TR Mid-term Exam no meeting  
9 T ARIMA models Slides 94-99
  TR ARIMA models in R  
  T SARIMA models  
10 TR SARIMA models - R Examples  
    Spring Break  
11 T SARIMA models - R Examples  
  TR SARMA Practice Assignement 4 Group no meeting  
12 T Forecasting  
  TR Forecasting Practice Assignement 5 Group no meeting  
13 T Regression with ARMA Errors  
  TR SARMA Practice Assignement 6 Group no meeting  
14 T Additional Topics -  
  TR Additional Topics -  
15 T Review  
  TR No meeting - Final Exam  
16 Final Week