STAT 750
Time Series
Spring 2008

Credits: 3 Prerequisite(s): STAT 461/661, STAT 468/768, Course in matrix algebra

Instructor:

Jeff Terpstra, 201H Waldron Hall
phone: 231-8188, email: Jeff.Terpstra@ndsu.edu
web page: http://www.ndsu.nodak.edu/instruct/terpstra/

Office Hours:

To be announced

Class Meetings:

3:30 p.m. - 4:45 p.m., TR, WALS 220

Text:

Introduction to Time Series and Forecasting (Second Edition) by Peter Brockwell and Richard Davis

Course Description:

Estimation of trend in time series data; seasonal models; stationary models; moving average, autoregressive, and ARMA models; model identification; forecasting; and intervention analysis.

Course Objective:

To introduce students to the fundamentals of time series analysis.  Upon completion, students will be able to analyze real life time series data and will be able to effectively communicate the results.

Homework:

Homework problems from the text book, and possibly other sources, will be assigned, collected, and graded periodically throughout the semester.

Exams:

There will be two exams (a midterm and final) during the semester.  You will be allowed one 8.5 x 11 inch sheet of paper with anything you wish to put on it for each exam.

Final Exam:

The final exam will be given during exam week on Thursday, May 8 from 3:15 p.m. - 5:15 p.m.  This exam is not comprehensive.

Make-up Policy:

Pre/Post-due-date course work (i.e. homework and tests) will be allowed at the discretion of the instructor assuming the student provides the instructor with a legitimate excuse within a reasonable (as determined by the instructor) time frame.  Pre-due-date course work will be graded "as is" with no penalty.  However, the following grade will be given for all types of post-due-date course work: 
post-due-date-grade = minimum{your score, 33rd percentile of the class}.

Grading Policy:

Homework - 50%, Midterm Exam - 25%, Final Exam - 25%

Grading Scale:

The following scale is guaranteed.
A:  greater than or equal to 90, B:  greater than or equal to 80 and less than 90, C:  greater than or equal to 70 and less than 80, D:  greater than or equal to 60 and less than 70, F:  less than 60.

Special Needs:

Any student with disabilities or other special needs, who needs special accommodations in this course, is invited to share these concerns or requests with the instructor as soon as possible.

Academic Honesty Statement:

All work in this course must be completed in a manner consistent with NDSU University Senate Policy, section 335: Code of Academic Responsibility and Conduct http://www.ndsu.nodak.edu/policy/335.htm.

Incompletes:

University and Departmental policy will be followed on incomplete grades.

Provision:

The instructor reserves the right to make changes to this syllabus at any time during the semester.