Tentative Syllabus St 782
Spring 2002             D. A. Dickey  dickey@stat.ncsu.edu
                        17 Patterson  9:15-10:30, M W

Test:  Fuller Introduction to Statistical Time Series (Wiley, 1996)
week of          Topic                          Chap. in Fuller

Jan.  7  Stationarity                               1
Jan. 14  Covariance function                        1
Jan. 21  Modes of convergence                       2
Jan. 28  MCT, DCT convergence theorems              2
Feb.  4  AR models, Yule-Walker                     2
Feb. 11  Prediction                                 2
             Test 1 Wed. Feb. 13 (closed book) 
Feb. 18  Vector processes                           2
Feb. 25  Convergence in probability, distribution   5
Mar.  4  Taylor's series expansions                 5
Mar. 11     spring break                            5 
Mar. 18  Central Limit Theorems                     5
Mar. 25  Estimation of means, autocorrelations      6
             Test 2 Mon. Mar. 25 
Apr.  1  Estimation of ARMA Parameters              8
Apr.  8  Prediction                                 8
Apr. 15  Regression with time series errors         9
Apr. 22  Trend and Seasonality                      9
Apr. 29  Nonstationary Series                      10
 
           Final Exam Monday May 12, 8:00

I will count homework 20%, tests 25% each and
the final 30% in computing the grades for the
course. I will use +/- grading.
Before the final, I will impute an estimated
final exam grade for each student based on his or
her two exams.  If you will accept that grade, you
can skip the final.