STAT 520(=MGSC 520) (Forecasting and Time Series)
Fall 2025
Instructor
David Hitchcock, professor of statistics
Syllabus
Syllabus: (pdf document)
Office Hours -- Fall 2025
Monday, Wednesday, Friday 9:40-10:30 a.m. and Tuesday 10:30-11:20 a.m., or please feel free to make an appointment to see me at other times.
Office: 202 LeConte College
Phone: 803-777-5346
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
520Forecasting 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!)
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
Review Sheets
Policy About GenAI Use
Information about Course Project
Exams
- Early- to mid-November: Exam 2
- Final Exam: Friday, December 12, 9:00 a.m.