General

Course prerequisites: ST 512

This course requires two semesters of statistical methods, normally ST 511-512. Students will be expected to be familiar with basic statistical ideas such as parameter estimates, standard errors, confidence intervals, t-tests and F-tests, especially in the context of multiple regression.

General Education Requirements: Not applicable.

Student learning outcomes for the course: The student will:

1. be capable of selecting, carrying out and interpreting appropriate statistical methods for describing and analysing time series data sets, in the context of their own research interests;
2. have an appreciation of a range of methods for analyzing time series data and their use and limitations in a research context;
3. be able to examine critically their own and other researchers' use of methods of analysis for time series data.

Required Textbooks:

• Time Series Analysis and Its Applications, 3^rd edition, by Robert H. Shumway and David S. Stoffer; Springer. (The 2^nd edition is also acceptable.)

• SAS for Forecasting Time Series, Second Edition, by John C. Brocklebank and David A. Dickey; Wiley. Available as an eBook through the NCSU Libraries (click on Online (NCSU only)).

Course organization and scope:

Reading assignments: see the reading assignments page.

Homework assignments: see the homework assignments page.

Tests: You will take three two-day take-home tests. Test questions will be related to exercises on the preceding homework assignments. See the test schedule page.

Grades: The course grade will be based on homework (10%) and tests (30% each). The homework grade will reflect completeness and timeliness, not correctness; you are encouraged to work together to master these exercises.

Letter grades will be assigned on the basis A+ = 98-100, A = 93-97, A- = 90-92, B+ = 87-89, B = 83-86, B- = 80-82, and so on.

Auditors are excused from the tests, but meet all other course requirements, including timely submission of homework.

Incomplete grades and late assignments: An incomplete grade will be given only in accordance with NCSU policy. Homework will be accepted late only with prior approval from the instructor.

Attendance, absences, and makeup work: Full participation in classes, laboratory period and examinations is expected of all students. Students are expected to inform the instructor in advance about any anticipated excused absences. See the university attendance regulation for university definitions of excused absences.

Academic Integrity:

1. NCSU has a policy on academic integrity, which you may find in the Code of Student Conduct.

2. It is the understanding and expectation of the instructor that the student's signature on any test or examination means that the student neither gave nor received unauthorized aid.

3. As noted above, you are encouraged to work together to master the exercises assigned as homework. All tests and the final examination are submitted for a grade, and must be your own individual work.

Students with disabilities: Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with Disability Services for Students at 1900 Student Health Center, Campus Box 7509, 515-7653. http://www.ncsu.edu/provost/offices/affirm_action/dss/ . For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation.

Laboratory safety and field trips: Not applicable.

Statement on extra expenses: Not applicable.

Statement on transportation: Not applicable.