Statistics 421: Introduction to Time Series Analysis

 Required Text:  Time Series Analysis, by Box, Jenkins, & Reinsel.

 Instructor: Dennis D. Cox

Office: 2080 Duncan Hall (DH)

phone: 6007 (longphone: +1-713-527-6007)

 email: dcox@rice.edu

Catalogue Description: Time series modeling and forecasting. Prereq- Stat 310 or consent of instructor. Also offered as Elec 432.

 20% Homework:

 20% Project; due the last week of classes which involves analyzing a data set of your choice.

 20% Midterm: Takehome during Spring Break (handed out March 5, due March 15).

 40% Final: takehome, during the finals period.

 Note: If you feel these are unfair, please propose an alternative.

• Supplemental Material (last update: 3 Mar 99.)
• Computing  (last update: 27 Apr 99.)
• Data Sets  (for homework, projects, etc.) (last update: 13 Feb 99.)
• Homework Solutions (last update: 14 Mar 99)
• Sample Final (postscript) Sample Final (pdf)
• Sample Final Solutions (postscript) Sample Final Solutions (pdf)
• Sample Project (postscript) Sample Project (pdf)
• Splus function for Canonical Correlation