Time Series Analysis

                Syllable

     Syllable

R

     R-samples

    ur_sim.R,  urca_exam.R

Homework

    Homework #1

    Homework #2  TWNstock.data

                  K.S. Chan and his book  Time Series Analysis with Applications in R, by Jonathan D. Cryer and Kung-Sik Chan

                  Lecture Notes:

                       Causality:  Notes;   Slides    

                       Impulse Response: Notes, Slides

                      Univariate GARCH:  Notes, Slides

                      ARCH Family: Notes

                      MAGRCH: Slides

                       Tips on writing term papers