STAT 481/581 HANDOUTS AND CLASS NOTES

  • Week 1 notes: File 1 ; File 2

  • Rcode class examples on ACF and CCF

  • Week 3 notes: File 1

  • Rcode for exploratory analysis of time series

  • Rcode for some examples in Chapter 2. Exploratory analysis.

  • Week 4 notes: File 1

  • R code for simulation of AR process, ACF and PACF.

  • Week 6 notes: File 1

  • Week 7 notes: File

  • Week 8-9 notes: File 1 ; File 2

  • R code AR reference analysis for EEG example.

  • Week 10 notes: File 1

  • R code for AR spectral estimation, AIC, BIC, forecasting

  • Week 11-12 notes: Notes

  • Week 13-14 notes: File 1. File 2

  • Rcode for Bayesian periodgram and raw periodogram.