Fall 2010/11
  Time Series Analysis (52640)

Benjamin Yakir

Wednesdays 10:30-13:15, Soc. 1710


Contact Info:

 

 

 

Email

Phone

Office

Office Hours

Lecturer: 

Benny Yakir 

msby@mscc.huji.ac.il 

052-3881255

Soc. 4415

Mondays 15:00-16:00 


Announcements

The final exam will take place on 1/2/2011, 9:00AM, in 1707. The exam is composed 4 questions. The first question involves analysis of data, reading plots and statistical inference outputs, and reaching conclusions. The other 3 questions are more theoretical. They are in the spirit of the questions of the homework. Of these, one should select 2 questions to answer. Each of the three answers, the first question and the 2 out of the three, enters the final score of the exam in an equal weight of 1/3.

Requirements

Bibliography


Reading


Assignments

  1. For the class of 20-10-2010 do Ex. 1.1, 1.5, 1.6, 1.7 (Solution: Ch-1-1-HW.R)

  2. For the class of 27-10-2010 do Ex. 1.8, 1.9, 1.12, 1.13 (Solution: Ch-1-2-HW.R and Solution for HW 2)

  3. For the class of 10-11-2010 do Ex. 1.16, 1.18, 1.20, 1.21 (Solution: Ch-1-3-HW.R and Solution for HW 3)

  4. For the class of 17-11-2010 do Ex. 2.1, 2.3, 2.4, 2.6 (Solution: Solution for HW 4)

  5. For the class of 24-11-2010 do Ex. 2.8, 2.10 2.13, 2.14 (Solution: Ch-2-1-HW.R and Solution for HW 5)

  6. For the class of 1-12-2010 do Ex. 2.18, 2.20 2.23, 2.25 (Solution: HW-6-2.23.R and Solution for HW 6)

  7. For the class of 8-12-2010 do Ex. 2.29, 2.30 2.31, 2.34 (Solution: HW-7.R and Solution for HW 7)

  8. For the class of 15-12-2010 do Ex. 2.34, 2.35 2.43 (not including the last part)(Solution: HW-8.R and Solution for HW 8)

  9. For the class of 22-12-2010 do Ex. 1, 2 and 3 of Homework 9. (Solution: Solution for HW 9)

  10. For the class of 29-12-2010 do Homework 10. (Solution: Solution for HW 10)

  11. For the class of 05-01-2011 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)

  12. For the class of 12-01-2011 do Homework 12. (Solution: Solution for HW 12)

Old Exams


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