News
- Sunday, 5/19/19
- Tuesday, 5/9/19
- References added for multivariate time series models on the notes page.
- Tuesday, 5/7/19
- Sunday 5/5/19
- Reminder - office hours for Monday, May 6, from 2-4pm have been rescheduled to Tuesday, May 7, from 11-1pm.
- Thursday 5/2/19
- Wednesday, 5/1/19
- Tuesday, 4/30/19
- Monday, 4/29/19
- Saturday, 4/27/19
- Friday, 4/26/19
- Thursday, 4/25/19
- Wednesday, 4/24/19
- Friday, 4/18/19
- Lab 10 material from Friday 4/17/19 is online.
- I have extended the final homework (Homework 8) deadline to Wednesday 4/31/19 because we haven’t quite covered enough new material to have a final homework assisgment due next week.
- I have decided not to move the final exam. It will be as scheduled, during lab on Friday 5/3/19.
- I have moved the final project deadline to Thursday, 5/9/19 by 11:59pm.
- The additional code for working with state-space models that was presented in class Thursday has been posted.
- Wednesday, 4/17/19
- Tuesday, 4/16/19
- I’ve added solutions to Exam 2. Summary statistics and a histogram are included in the solutions.
- Sunday, 4/14/19
- Saturday, 4/13/19
- Thursday, 4/11/19
- Datasets and some updated information on projects have been posted to the project page.
- I have posted Homework 7.
- Tuesday, 4/9/19
- Friday, 3/29/19
- Sunday, 3/24/19
- Project page updated with instructions for potential dataset submission.
- Friday, 3/22/19
- Thursday, 3/21/19
- Wednesday, 3/20/19
- One more practice question for the second exam has been posted as Homework 6. I may post one last one on ARCH/GARCH after class on Thursday depending on what we get around to covering.
- Tuesday, 3/19/19
- Saturday, 3/16/19
- Thursday, 3/14/19
- Exam 2 has been moved (permanently) to in class, Tuesday, March 26. The syllabus has been updated to reflect this.
- Tuesday, 3/12/19
- Sunday, 3/10/19
- Saturday, 3/9/19
- Friday, 3/8/19
- Thursday, 3/7/19
- Tuesday, 3/5/19
- Friday, 3/1/19
- I’ve added solutions to Exam 1. Summary statistics and a histogram are included in the solutions.
- Wednesday, 2/27/19
- Thursday, 2/21/19
- Wednesday, 2/20/19
- Tuesday, 2/19/19
- Friday, 2/15/19
- Thursday, 2/14/19
- Tuesday, 2/12/19
- I have posted new notes on forecasting.
- I have added some additional references and comments on the Notes page. You’ll only be assessed based on the lecture notes, slides, lab material, and homework, but you might find referencing several textbooks (or finding the one that makes the most sense to you) helpful.
- Monday, 2/11/19
- Friday, 2/8/19
- Thursday, 2/7/19
- Wednesday, 2/6/19
- Updated the syllabus to reflect a room change for Megan’s Wednesday office hours. They are in Comstock B104.
- I have more information to Homework 2, specifically some example
R
code.
- All of the notes have been updated recently, make sure to refresh your local copies. I have added some extra notation definitions to the introductory notes, and I have adjusted the definition of stationarity in the basic time series concepts notes to make the finite variance assumption explicit.
- Monday, 2/4/19
- I have added extra office hours on Mondays, 2:00pm-4:00pm, and Megan has changed her office hours to Wednesdays, 9:00am-11:00am. The syllabus has been updated accordingly.
- I have posted more detailed solutions for Homework 1.
- Saturday, 2/2/19
- I have added some extra information explicitly tying together the concepts we’ve talked about in class as a hint for Homework 2.
- Thursday, 1/31/19
- Friday, 1/25/19
- Starting Tuesday, 1/29/19, lectures and labs be in Ives 305. Please allow a few extra minutes to find the room if possible, it’s a little tricky. The syllabus has been updated accordingly.
- Lab materials from Friday 1/25/19 are now online.
- Megan has selected her office hours - you can find the times and location on the syllabus.
- Thursday, 1/24/19
- Wednesday, 1/23/19
- Tuesday, 1/22/19
- Monday, 1/21/19
- It’s cold and snowy out there! If you have emailed me about getting into the course but cannot make it to class on Tuesday because of the weather, please let me know as soon as possible.
- The first homework assignment will be due Thursday, 1/31/19 at 12:00pm, submitted online via Blackboard.
- The syllabus has been posted online.