Stat 463:
Time Series
165 Willard (MW)
004 Life Science (F)
MWF 10:10 - 11:00 AM
Instructor
John Fricks
314 Thomas Bldg
814-865-3235
fricks@stat.psu.edu
office hours:
Monday 9:00-10:00
Wednesday 11:00-12:00
Teaching Assistant
Sasiprapa Hiriote
316 Thomas Bldg
814-863-3238
sxh350@psu.edu
office hours:
Tuesday 10:30-12:00
Syllabus
Homework
Lab 1 (due 9.15.2006)
Lab 2 (due 9.22.2006)
Lab 3 (due 9.29.2006)
Lab 4 (due 9.29.2006)
Lab 5 (due 10.20.2006)
Lab 6 (due 10.27.2006)
Lab 7 (due 11.3.2006)
Lab 8 (due 11.10.2006)
Lab 9 (due 11.17.2006)
Lab 10 (due 12.8.2006)
Lab 11 (due 12.13.2006)
Resources
An
Introduction to R by Venables, Smith, et al
The main webpage for R.
You can download R here and find help using it.
Time Series Analysis and Its Applications by Shumway and Stoffer.
Time Series issues in R (from Shumway and Stoffer's website).
Slides
Introduction 9.6.2006
Regression 9.11.2006
Stationary Series 9.20.2006
Exploratory Data Analysis 9.25.2006
Smoothing 9.27.2006
R script