Simon Fraser University
Engaging the World

Course Outlines

Fall 2022 - STAT 485 E100

Applied Time Series Analysis (3)

Class Number: 4680

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 7 – Dec 6, 2022: Mon, 5:30–6:20 p.m.
    Burnaby

    Sep 7 – Dec 6, 2022: Thu, 4:30–6:20 p.m.
    Burnaby

  • Exam Times + Location:

    Dec 15, 2022
    Thu, 7:00–10:00 p.m.
    Burnaby

  • Prerequisites:

    STAT 285 or STAT 302 or STAT 305 or ECON 333 or equivalent, with a minimum grade of C-.

Description

CALENDAR DESCRIPTION:

Introduction to linear time series analysis including moving average, autoregressive and ARIMA models, estimation, data analysis, forecasting errors and confidence intervals, conditional and unconditional models, and seasonal models. This course may not be taken for further credit by students who have credit for ECON 484. Quantitative.

COURSE DETAILS:

Outline:

  1. Introduction and overview.
  2. Moving average models: properties, estimation, prediction.
  3. Autoregressive models: properties, estimation, prediction.
  4. ARMA models.
  5. ARIMA models.
  6. Seasonal models.
  7. Special topics, time permitting.

Grading

  • Assignments 15%
  • Midterm 25%
  • Final 40%
  • Project 20%

NOTES:

Above grading is subject to change.

Materials

MATERIALS + SUPPLIES:

Computer and statistical software package R

REQUIRED READING:

Time Series Analysis with Applications in R (2nd ed.) by Jonathan D. Cryer and Kung-Sik Chan. Publisher: Springer

Book is available online for free through the SFU Library

E-Book ISBN: 978-0-387-75959-3
Hardcover ISBN: 978-0-387-75958-6
Softcover ISBN: 978-1-4419-2613-5

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Department Undergraduate Notes:

Students with Disabilities:
Students requiring accommodations as a result of disability must contact the Centre for Accessible Learning 778-782-3112 or caladmin@sfu.ca.  


Tutor Requests:
Students looking for a tutor should visit https://www.sfu.ca/stat-actsci/all-students/other-resources/tutoring.html. We accept no responsibility for the consequences of any actions taken related to tutors.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the university community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the university. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the university. http://www.sfu.ca/policies/gazette/student/s10-01.html