Schedule and Textbooks Information

Fall 2021 Schedule and Textbook Information for STAT 420

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STAT 420 - Textbook(s) for Fall 2021

CRN	Title	Author	ISBN	Version	Req/Opt
26286	Time Series Analysis and Its Applications with R Examples	Robert H. Shumway, David S. Stoffer	9783319524511	4th	Y
58423	Time Series Analysis and Its Applications with R Examples	Robert H. Shumway, David S. Stoffer	9783319524511	4th	Y

STAT 420 - Schedule information for Fall 2021

CRN	Section	Instructor	Day	Time	Room
26286	002	Hao Zhang	TR	10:30-11:45am	UNIV 103
58423	001	Hao Zhang	TR	09:00-10:15am	UNIV 103

STAT 420 - Course Outline

Topics

1. Introduction. Examples of Time Series. Deterministic, Stochastic, and Chaotic Processes. Stationary Processes.
2. Linear Time Series Models. Autoregressive (AR), Moving Average (MA), ARMA Models.
3. Estimation, Data Analysis, and Forecasting with ARMA Models.
4. Resampling Methods for Confidence Intervals.
5. Nonstationary and Seasonal Time series. Modeling and Forecasting with ARIMA Models.
6. Multivariate Time Series Modeling. State-Space Models and the Kalman Filter.
7. Nonlinear Time Series Models. ARCH and CARCH Models.
8. Spectral Analysis.
9. Smoothing in Time Series