STAT 137 - Time Series Analysis
Spring 2008
 

Instructor:       Alexander Aue
Email:              alexaue@wald.ucdavis.edu
Office:              4230 MSB
Office Hours:  Mon, Fri 11-11:59am and by appointment (drop-in)
Phone:              530.752.6475

TA:                   Lawrence Lee
Email:               llee@wald.ucdavis.edu
Office:              1212 MSB
Office hours:    Mon, 2-3pm, Tue, 4-5 pm

Lecture: Mon, Wed, Fri 10 - 10:50am 204 Art Building

Textbook recommended for additional reading (optional, not required)::

Brockwell, P.J. and Davis, R.A.
Introduction to Time Series and Forecasting (2nd edition)
Springer-Verlag, New York, 2002.

Shumway, R.H. and Sto er, D.S.
Time Series Analysis and its Applications (2nd edition)
Springer-Verlag, New York, 2006.

Prerequisite: Stat 108, or equivalent

Class Information:

Course Syllabus

Announcements:

1) lecture notes will be uploaded to myucdavis only

2) homework solution will be uploaded to myucdavis after the homework is due

Homework:

Assignment:
 
Due Date:
 
Homework 1
 
04/09/08
 
Homework 2
 
04/16/08
 
Homework 3
 
04/23/08
Homework 4
 
04/30/08
Homework 5
 
05/07/08
 
Homework 6
 
05/14/08
Homework 7 05/21/08
 
Homework 8 06/02/08
 

 


Last updated: 2008/05/22 16:28