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Unformatted text preview: STA 4005 TIME SERIES LECTURER : Dr. Wu Ka Ho (Office: LSB 112, Phone: 26097923) TEACHING ASSISTANTS : Mr Cheung Ying Lok (Office: LSB G19, Phone: 26097941) Miss Long Mei (Office: LSB G26, Phone: 26098528) Miss Li Ming Yin (Office: LSB 126, Phone: 26098522) COURSE OBJECTIVE : The objective of this course is an introduction to time series and forecasting. The statistical package Splus will be used to analyze time series data. ASSIGNMENTS : Assignments will consist of written questions and problems requiring the use of the software package Splus. Other software (e.g. Excel) may also be useful. The computer rooms LSB 125 and LSB G25 will be available for student’s use. GRADING SCHEME : The final grade in the course will be determined on the basis of (i) Assignments (10%), (ii) Mid-term exam (35%, on Monday, 1 March 2004 ) and (iii) Final exam (55%). REFERENCES : 1. Box G.E.P. and Jenkins G.M. (1976). Time Series Analysis: Forecasting and Control , San Francisco, Holden-Day....
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- Spring '08
- Time series analysis, LSB, Splus, Mr Cheung Ying Lok, Miss Li Ming Yin