161.342 Time Series and Forecasting

161.342 Time Series and Forecasting

Prerequisites

A 200-level statistics paper (e.g. 161.220) or 178.280.

Classes

IIMS Lab 3, Wednesday 10am-12noon. Computing Lab: IIMS Lab 5 Monday, 10-11am.

Course material

The course textbook is Introductory Time Series with R. Additional material can be downloaded from the links below.

This course uses R Downloads

Lecture Slides

Assignments

Supplementary Practicals

Example Test

Class Exercises

Supplementary Practical Exercises

Introduction to R

Installing R

Summary of R Commands

Introductory Practical

Other Notes

Data

Overseas visitor data (for assignment)
Chocolate, Beer, Electricity
Weight Data
Exchange rate (Sterling to $NZ)
Maximum daily rainfall (NZ)
NZ Rain
Maximum daily temperature (NZ)
Mean monthly temperature (NZ)
Southern oscillation index
Water consumption (UK)
Nile river levels
Amount spent in a supermarket
Speed of light experiment
Scottish Hill races
Air quality in New York
House Sales
Earthquakes
Wellington Earthquake Data
U.S.A. Vote Data
Text file for U.S.A. Vote Data