MATH 545: Introduction to Time Series Analysis

Fall 2017

You can find details on R and RStudio here:
Method of Evaluation 2017


The Multivariate Normal Distribution: Some results
Handouts
Title Uploaded
1. Some time series data sets Yes
2.    
3.    
4.    
5.    


Assignments

  1. Assignment 1  Solutions .Rnw file


Midterm:

 

Exercises

  1. Exercises 1  Solutions
Knitr files 

.sty style file for .Rnw compilation
  1. Simulation .Rnw file
  2. Simulate stationary Models .Rnw file
  3. Linear Recurrence Relations .Rnw file
  4. Pre-processing .Rnw file

Data sets

Data sets from the course are contained in this folder
  R Scripts

Scripts from the course are contained in this folder

 

 
Contact Details:
Professor David A. Stephens
Room 1225, Burnside Hall
Department of Mathematics and Statistics
McGill University

Phone: 514-398-2005
Fax: 514-398-3899
E-mail : David Stephens