STAT 520(=MGSC 520) (Forecasting and Time Series)
Fall 2023
Instructor
David Hitchcock, associate professor of statistics
Syllabus
Syllabus: (pdf document)
Office Hours -- Fall 2023
Mon, Wed, Fri 9:40-10:30 a.m. and 12:00-12:30 p.m., Tues 2:00-2:45 p.m., or please feel free to make an appointment to see me at other times.
Office: 219B LeConte College
Phone: 777-5346
E-mail: hitchcock@stat.sc.edu
Class Meeting Time
MWF 10:50 am-11:40 am, LeConte College 103 (LC 103)
Current Textbook
Main textbook: Time Series Analysis with Applications in R (2nd Edition), by J.D. Cryer and K. Chan, Springer, 2008.
Optional textbook: Time Series: A Data Analysis Approach, by R.H. Shumway and D.S. Stoffer, 2019.
The Shumway and Stoffer textbook is available at this site; that site also has all the R code used in the Shumway and Stoffer book.
Course Description
520—Forecasting and Time Series (3) (Prereq: STAT 516 or MGSC 391, or equivalent)
Time series analysis and forecasting using the multiple regression and Box-Jenkins approaches.
Course Notes
Homework
NOTE: When you turn in the homeworks, you may either turn in a hard copy to me by hand, or you may submit the homework to me through uploading into Blackboard (Word document or pdf is preferred for submissions via Blackboard).
(Instructions for uploading via Blackboard) (NOTE: Please use Chrome or Firefox when uploading assignments in Blackboard, not Safari!)
- STAT 520 Homework 2A consists of Problem 2 and Problem 3(a)-3(f) on the following document:
(Word document) or (pdf file) (Homework 2A is due Wednesday, Sept. 20 by 11:59 p.m.)
- STAT 520 Homework 2B consists of Problem 1, Problem 3(g), and Problem 4 on the following document:
(Word document) or (pdf file) (Homework 2B is due Monday, Sept. 25 by 11:59 p.m.)
- STAT 520 Homework 4A consists of Problem 1 and Problem 3 on the following document:
(Word document) or (pdf file) (Homework 4A is due Thursday, Nov. 2 by 11:59 p.m.)
- STAT 520 Homework 4B consists of Problem 2 and Problem 4 on the following document:
(Word document) or (pdf file) (Homework 4B is due Wednesday, Nov. 8 by 11:59 p.m.)
- STAT 520 Homework 5A consists of Problem 1 and Problem 2 on the following document:
(Word document) or (pdf file) (Homework 5A is due Tuesday, Nov. 21 by 11:59 p.m.)
- STAT 520 Homework 5B consists of Problem 3 and Problem 4 (Problem 3 is required only for graduate students and is extra credit for undergrads) on the following document:
(Word document) or (pdf file) (Homework 5B is due Wednesday, Nov. 29 by 11:59 p.m.)
- STAT 520 Homework 6 (undergrads only need to do Problems 1, 2, and 3): (Word document) or (pdf file) (due Thursday, Dec. 7 by 11:59 p.m.)
Homework Solutions
R Code for Class Examples
Computing Resources
R is available as a free download from the CRAN home page).
This software is also available on the computers in
the labs in LeConte College (and a few other buildings).
Help in using R can be found on the
CRAN home page.
Downloading Instructions for R
Formula Sheets
Final Exam Formula Sheet: You may bring one standard-sized sheet of paper with anything written on it to the final exam.
Review Sheets
Information about Course Project
- Video about Project and Reading Time Series Data into R: Project Video
- Accessing the Time Series Data Library: This is a comprehensive collection of time series data sets. You can do a Google search on "time series data sets" to find other websites with time series data.
Exams
- Final Exam: Wednesday, Dec. 13, 9:00 a.m. (you may bring one standard-sized sheet of paper with anything written on it to the final exam)