


Phone 
Office 
Office Hours 

Lecturer: 
0523881255 
Soc. 4415 
Mondays 15:0016:00 
For the class of 13102010 read Section 1.1 of the book. We will run in class the R code for Section 1.1.
For the class of 20102010 read Section 1.2 of the book. We will run in class the R code for Section 1.2.
For the class of 27102010 read Section 1.3 of the book. We will run in class the R code for Section 1.3.
For the class of 03112010 read Section 1.3 of the book. We will run in class the R code for Section 1.3.
For the class of 10112010 read Section 2.1 of the book.
For the class of 17112010 finish Section 2.1 of the book.
For the class of 24112010 read Section 2.2 of the book. We will run in class the R code for the first part of Section 2.2.
For the class of 1122010 read Section 2.2 of the book. We will run in class the R code for the second part of Section 2.2.
For the class of 8122010 we will finish reading Section 2.2 of the book and run in class the R code for the second part of Section 2.2.
For the class of 15122010 We will read Section 2.3. Instead of Section 2.4 we will read the following class notes on StateSpace Models.
For the class of 22122010 We will read the class notes on StateSpace Models.
For the class of 29122010 We will finish reading the class notes on StateSpace Models and deal with forcast in such models. We will look at data on the index. We will use this code. Time permitting, we may start discussing Chapter 3, in which case we may run this code.
For the class of 05012011 We will look at data on the index. We will use this code and discuss Chapter 3. During class we will run this code.
For the class of 12012011 We will discuss Chapter 3. During class we will run this (corrected)) code.
For the class of 20102010 do Ex. 1.1, 1.5, 1.6, 1.7 (Solution: Ch11HW.R)
For the class of 27102010 do Ex. 1.8, 1.9, 1.12, 1.13 (Solution: Ch12HW.R and Solution for HW 2)
For the class of 10112010 do Ex. 1.16, 1.18, 1.20, 1.21 (Solution: Ch13HW.R and Solution for HW 3)
For the class of 17112010 do Ex. 2.1, 2.3, 2.4, 2.6 (Solution: Solution for HW 4)
For the class of 24112010 do Ex. 2.8, 2.10 2.13, 2.14 (Solution: Ch21HW.R and Solution for HW 5)
For the class of 1122010 do Ex. 2.18, 2.20 2.23, 2.25 (Solution: HW62.23.R and Solution for HW 6)
For the class of 8122010 do Ex. 2.29, 2.30 2.31, 2.34 (Solution: HW7.R and Solution for HW 7)
For the class of 15122010 do Ex. 2.34, 2.35 2.43 (not including the last part)(Solution: HW8.R and Solution for HW 8)
For the class of 22122010 do Ex. 1, 2 and 3 of Homework 9. (Solution: Solution for HW 9)
For the class of 29122010 do Homework 10. (Solution: Solution for HW 10)
For the class of 05012011 Chose any time series dataset, either one that was presented in class or data of your own, and fit a time series model to it. Try to predict future data values. Also, do Homework 11. (Solution: Solution for HW 11)
For the class of 12012011 do Homework 12. (Solution: Solution for HW 12)
R installation and help: CARN.
Acrobat reader (PDF): The Adobe company.