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:
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