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

Fall 2019

Instructor

David Hitchcock, associate professor of statistics

Syllabus

Syllabus: (Word document) or (pdf document)

Office Hours -- Fall 2019

Mon, Tues, Wed, Fri 9:30-10:30 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 10:50 am - 11:40 a.m., Wardlaw 116 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.
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!)

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