Simon Fraser University
Engaging the World

Course Outlines

Fall 2024 - STAT 485 E100

Applied Time Series Analysis (3)

Class Number: 3042

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 4 – Dec 3, 2024: Mon, 4:30–5:50 p.m.
    Burnaby

    Oct 15, 2024: Tue, 4:30–5:50 p.m.
    Burnaby

    Sep 4 – Dec 3, 2024: Thu, 4:30–5:50 p.m.
    Burnaby

  • Prerequisites:

    STAT 260 and one of 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. Students with credit for ECON 484 may not take this course for further credit. 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/quizzes 15%
  • Midterm 1 30%
  • Midterm 2 40%
  • Project 15%

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

RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.