Welcome to the Web Page of ST4540/6571, being offered in Winter 2004.

People, Places, and Times

  • Class times: Mon., Wed. 4-5:15pm. HH-3013.
  • Instructor: Gary Sneddon
  • Office: HH-3057
  • Phone: 737-8069 or 737-8784 (departmental office).
  • Email address: sneddon@math.mun.ca

    • Announcements

  • Please note the change in times for our class. We will have longer classes twice a week, and not meet on Fridays. This is effective Wednesday, Jan. 14.
  • The course textbook, along with the references listed on the first-day handout, are now available at the reserve desk in the library. Each book is available for strict 2-hour loan.
  • If you are unfamiliar with the stats package Splus, you can find some help here. In particular, the links on the lab sessions and Splus help will probably be most useful.
  • The midterm test was held in class on Wednesday, March 3 and was returned on Monday, March 8. Solutions were provided to the midterm.
  • Assignment #1 was given out in class on Wed., Jan. 21, was due on Monday, Feb. 2 and was returned on Monday, Feb. 9. The questions are here and the data are here.
  • Assignment #2 was given out in class on Wed., Feb. 4, was due on Wed., Feb. 11 and was returned in on Monday, Feb. 16. The questions are here.
  • Assignment #3 was given out in class on Monday, Feb. 16 and was due in class on Monday, March 1. The questions are here.
  • Assignment #4 was put on my office door on Thurs., March 4, was due on Monday, March 15 and was returned in class on Monday, March 22. The questions are here.
  • Assignment #5 (the final assignment in this course) was given out in class on Wed., March 24 and is due on Monday, April 5. The questions are here.

    • Projects

  • The graduate students in the class were given their papers on March 4-5.
  • The project handout for undergraduate students was made available on March 11, and is also here.
  • Project presentations will be held on April 7 and 8.
  • A handout on details and pointers for your presentations was given out in class on Monday, March 22, and is here.
  • Your written projects are due on Monday, April 12.
    •

    Course Syllabus


    Creating and Plotting Time Series. Given out Jan. 12.


    Means and Variances of Random Variables. Given out Jan. 14.


    Plotting the Autocorrelation Function. Given out Jan. 19.


    Nonstationary Time Series and Differencing. Given out Jan. 21.


    Plots of Simulated AR(1) Models. Given out Jan. 26.


    Yule-Walker Equations in Splus. Given out Feb. 16.


    MLE's in ARMA models. Given out Feb. 18.


    Model Selection and Diagnostics. Given out Feb. 18.


    Seasonal ARMA and ARIMA Models. Given out March 1.


    Plotting Theoretical Spectrum. Given out March 22.


    Spectrum Estimates: Simulated Data.


    Periodogram: Two Examples.


    Bivariate Time Series Given out March 29.


    Bivariate Time Series: Example. Given out March 29.


    Assignment #1 and Data


    Assignment #2


    Assignment #3


    Assignment #4


    Assignment #5


    Project Handout


    Gary Sneddon
    Updated March 30, 2004