Time Series Analysis Spring 2006

Course Info

Syllabus; Navigator: C. Andy Tsao. Office: SE A411. Campus Tel: 3520
Lectures: Mons 0910-1150 @ SE A210.
Office Hours: Thr 1300-1500 @ SE A411 or by appointment.
Final: June 19, Mon, 0910-1110 @ SE A210.

You are allowed to bring an A4 cheatsheet, calculator and translator with you.
This final is comprehensive covering Chapter 1-5 (20-30%), Chapter 6, 9, 10.1-10.4 (70-80%)
Be ready and good luck!

Notes, Homework and Practice Problems

Notes: Simple Linear Regression (by Newton, E.); Model Building

Date	Problems	Due Date
060313	BCK: 1.1-1.7;1.9; 3.1, 3.2, 3.3(a,b), 3.12, 3.16, 3.19	060320
060327	3.32, 3.33, 3.35; 4.2, 4.4, 4.15, 4.20	060410
060529	5.5, 5.8, 6.3, 6.5, 6.6	060605
060605	9.1, 9.3, 9.4, 9.7, 10.1, 10.6, 10.11	060619

R and Programs

R web and Downloads: (original, mirror @ NTU), Local download: ftp://hagrid.am.ndhu.edu.tw
Bowerman: Creating Fig 3.21 ( in BCK), Surgical Example (data: CH08TA01.DAT) (Model Building), cod.r, hotel.r, paper.r
R ClassRoom, Regression Analysis 2005 (by Yes)
Document Reader: Ghostview, Acrobat Reader;
Free Editors for R: Tinn-R, Context (FREE Nice Editor for Programmers)
Contributed Doc (From CRAN)

References

Bowerman, B.L., O'Connel, R.T. and Koehler, A.B. (2005). Forcasting, Time Series and Regression. Brooks/Cole Thomson. (Textbook, 雙葉書局)
Kutner, M.H., Nachtsheim, C.J., Neter, J. and Li, W. (2005). Applied Linear Statistical Models, 5^th edition. McGraw-Hill.
Introduction to Time Series Analysis (NIST)
Leon, S. (2002). Linear Algebra with Applications. 6th edition. Prentice and Hall.

Last modified: 060619 by C. Andy Tsao