STATS 4A03/6A03: Time Series Fall 2016
Assignment #2
Due date: 3:30 PM on Wednesday October 5, 2016
NOTES:
(i) Solution papers to assignments should be dropped by the due date in the designated
locker(s) located in the ground level of Hamilton Hall, acros

STATS 4A03/6A03: Time Series Fall 2016
Assignment #2 SOLUTIONS TOTAL = 66
Due date: Wednesday October 5, 2016
12 Problem 1.
Book, page 22, #2.21.
(a) 2
E(Yt ) = E
Y0 +
t
X
!
ei
= E(Y0 ) +
i=1
t
X
E(ei ) = 0 +
i=1
t
X
0 = 0 , t.
i=1
(b) 2
V ar(Yt ) = V ar

STATS 4A03/6A03: Time Series Fall 2016
Assignment #1 SOLUTIONS TOTAL = 73
Due date: Wednesday September 21, 2016
18 Problem 1.
(a) First bring the library to the workspace using the R command >library(TSA) and then bring
out the datafile using >data(tempd

Namez Student Number:
(First Name) (Family Name)
SOLUTIONS
STATS 4A03/6A03 Midterm Test 1 Fall 2016
Wednesday October 19, 2016
Time: 90 Minutes Instructor: Dr. Roman ViverosAguilera
Maximum Mark: 36
This test paper consists of 6 pages and 5 questions. Ans

STATS 4A03/6A03: Time Series Fall 2016
Assignment #3 SOLUTIONS TOTAL = 82
Due date: Wednesday October 26, 2016
40 Problem 1.
Book, page 51, #3.7.
(a)
1 A time plot of the Winnebago Data was produced using the code:
plot(winnebago,ylab="Monthly Sale",main=

STATS 4A03/6A03: Time Series Fall 2016
Assignment #4 SOLUTIONS TOTAL = 59
Due date: Wednesday November 9, 2016
22 Problem 1.
Book, page 81, #4.9.
4 R Code: The R instructions will again vary from student to student but they should produce
roughly the same

STATS 4A03/6A03: Time Series Winter 2016
Assignment #2 Due date: 3:30 PM on Monday February 1, 2016
NOTES:
(i) Solution papers to assignments should be dropped by the due date in the designated
locker(s) located in the ground level of Hamilton Hall, acros

STATS 4A03/6A03: Time Series Winter 2016
Assignment #1 Due date: 3:30 PM on Monday January 18, 2016
NOTES:
(i) Solution papers to assignments should be dropped by the due date in the designated lockers
located in the ground level of Hamilton Hall, next to

STATS 4A03/6A03: Time Series Winter 2016
Assignment #3 Due date: 3:30 PM on Monday February 22, 2016
NOTES:
(i) Solution papers to assignments should be dropped by the due date in the designated
locker(s) located in the ground level of Hamilton Hall, acro

STATS 4A03/6A03: Time Series Fall 2016
Assignment #1
Due date: 3:30 PM on Wednesday September 21, 2016
NOTES:
(i) Solution papers to assignments should be dropped by the due date in the designated
locker(s) located in the ground level of Hamilton Hall, ac

STATS 4A03/6A03: Time Series Fall 2016
Assignment #6 Due date: 3:30 PM on Friday December 2, 2016
OPTIONAL ASSIGNMENT: Only the best 5 assignments
will be used in calculating the final assignment average.
INSTRUCTIONS:
(i) Solution papers to assignments s