STAT 520(=MGSC 520) (Forecasting and Time Series)

Fall 2017

Instructor

David Hitchcock, associate professor of statistics

Syllabus

Syllabus: (Word document) or (pdf document)

Office Hours -- Fall 2017

Mon-Wed-Fri, 10:45-11:55 a.m., or please feel free to make an appointment to see me at other times.

Office: 209A LeConte College
Phone: 777-5346
E-mail: hitchcock@stat.sc.edu

Class Meeting Time

MWF 1:10 pm - 2:00 pm, WMBB Nursing 409 or via distance by streaming video

Current Textbook

Main textbook: Time Series Analysis with Applications in R (2nd Edition), by J.D. Cryer and K. Chan, Springer, 2008.
Additional textbook (available for free download online): Time Series Analysis and Applications (EZ edition), by R.H. Shumway and D.S. Stoffer, 2016.
The Shumway and Stoffer textbook is available as a free download at this site: look for the "tsaEZ" link in the "EZ time series" section.

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 email (Word document or pdf is preferred for submissions via email).

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

Information about Course Project

Exam Solutions

Exams