Instructor: Likai Chen (likai.chen[at]wustl.edu)
Lectures: 10:00-10:50 a.m on Mondays, Wednesdays, and Fridays in Duncker 101
Office hour: Mon 12:00-1:00 p.m. and Wed 3:00-4:30 p.m. Cupples I Room 107
TA: Yuchen Han (email@example.com)
TA hour: Tue 2:30-3:30 p.m. Cupples I Room 6
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. Midterm is(tentatively) set as Wednesday Oct 09. The final is scheduled Dec 16, 10:30-12:30 a.m. All exams are closed book and closed note. No web-enabled devices may be used. One page (letter size and two-sided) note may be brought to exams. All the distribution tables will be provided by the instructor. Calculators are allowed but not required. You should always bring your Washington University Photo ID to exams. Proctor may check student’s IDs.
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 7 HWs; Only a few selected problems will be graded and counted towards your HW score. NO LATE HOMEWORK WILL BE ACCEPTED.
Your grade will be based on homework, midterm and final exam.
The threshold for each grade
|A||A-||B+||B||B-||C +||C||C -|
|88 or above||85-88||83-85||77-83||75-77||73-75||65-73||60-65|
Open-source software R for statistical computing, and its manual .
Download R from Wustl's software.
Download R Studio from its developer's website.