The course text "Time series analysis and its applications" by Robert Shumway and David Stoffer is available online at
http://dx.doi.org/10.1007/0-387-36276-2. You will need permission to access the Springerlink website (e.g. use a University computer) to download this.
Pre-requisites: Stat 426 (Introduction to Theoretical Statistics) or
equivalent. For review, see "Mathematical Statistics and Data Analysis" by
John A. Rice. Some matrix algebra is also required: For review, see
http://www.sosmath.com/matrix/matrix.html.
We will be using the R language for computations (see
http://www.r-project.org).
No prior experience with R will be assumed. Please ask if you have difficulties accessing or using this software.