Stat 531 / Econ 677 (Winter 2009)
The course text "Time series analysis and its applications" by Robert Shumway and David Stoffer is available online at
. 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
We will be using the R language for computations (see
No prior experience with R will be assumed. Please ask if you have difficulties accessing or using this software.