Instructor: Likai Chen (likai.chen[at]wustl.edu)
Lectures: 10:00 a.m - 10:50 a.m on M/W/F
Location: Jubel room 120
Office hour: 11:00 a.m-12:00 p.m Monday room 107 Cupples I
TA hour: 4:30 p.m- 5:30 p.m. Tuesday room 8 (basement) Cupples I
Time Series Analysis and Its Applications (with R examples). R.H. Shumway and D.S.Stoffer, 4th Edition, Springer. Available for free download on Springer Link through our library website.
There will be one midterm and one comprehensive final. The final is scheduled Dec 19 2022 10:30PM - 12:30PM.
Make-up exams are strongly discouraged. If you are aware of a conflict, please inform the instructor before the exam. Make-up exam will only be given if (1) within 1 week of the standard exam and (2) suitable documentation is provided within 2 days.
There will be about 8 HWs. NO LATE HOMEWORK WILL BE ACCEPTED.
Your grade will be based on homework, midterm and final exam.
Midterm | 30% |
Final | 40% |
Homework | 30% |
The threshold for each grade
A | B | C |
90-100 | 80-90 | 70-80 |
Open-source software R for statistical computing, and its manual .
Download R from Wustl's software.
Download R Studio from its developer's website.