471overviewW05 - University of Regina Statistics...

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Unformatted text preview: University of Regina Statistics 471/871–Time Series Analysis Section : 001 Lecture : MWF 1130–1220 in Laboratory Building, room 206 (LB 206). Instructor : Michael Kozdron Office : College West 307.31 Phone (Office) : 585-4885 Phone (Home) : (306) 699-2369 Email : kozdron@math.uregina.ca Home Page : http://www.math.uregina.ca/ ∼ kozdron/Teaching/Regina/471Winter05/ Office Hours : TBA, or by appointment. Required Text: • Peter J. Brockwell, Richard A. Davis, Introduction to Time Series and Forecasting , second edition, Springer 2002. Other Required Materials: • ITSM 2000-V.7.1 (Student Version) software bundled with textbook. Course Description: Types of time series, stationarity, integrated autoregressive moving average models, model identifica- tion, parameter estimation, diagnostic checking, and prediction. Introduction to spectral analysis. Prerequisites: STAT 252 or 352 with a grade of at least 60%. Student Responsibilities: Undergraduate students should familiarize themselves with the Responsibilities of Students in Section 5.1, page 28 of the Undergraduate Calendar . Graduate students should be familiar with the relevant sections of the Graduate Studies Academic Calendar . Important Note About Prerequisites: As noted, the Undergraduate Calendar states that the prerequisites for Stat 471 are either Stat 252 or Stat 352 with a grade of 60%. The preface to the textbook notes that this course “requires only a knowledge of basic calculus, matrix algebra and elementary statistics at the level (for example) of Mendenhall, Wackerly and Schaeffer (2002). It is intended for upper-level undergraduate students andMendenhall, Wackerly and Schaeffer (2002)....
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471overviewW05 - University of Regina Statistics...

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