Welcome to Linear Time Series Analysis! This website contains all the teaching material that you needed for the course. Teaching dates and venues are found below.
Nothing at the moment.
Access to the lecture notes is password protected.
|Topic 1:||Lecture Slides||Print (2x1) Version||Exercise Solutions|
|Topic 2:||Lecture Slides||Print (2x1) Version||Exercise Solutions|
|Topic 3:||Lecture Slides||Print (2x1) Version|
|Topic 4:||Lecture Slides||Print (2x1) Version|
Here are some links to programs and scripts that we will us in the course.
|Example ACF||Plot Theory ACF/PACF||Plot Sample ACF/PACF|
|Example ACF ARMA(3,2)||ARMA to MA(inf)||ARMA to AR(inf)|
I have uploaded the graded homework exercise and the data below.
|Graded Homework||Data File (xls)|