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.