## 36-728: Applied Time Series, Spring 2011

*Time/Place:*
TTh 1:30-2:50 in Wean Hall 5310

*Instructor:*
Valerie Ventura

Department of
Statistics

Carnegie Mellon University

(412) 268-4249

*vventura@stat.cmu.edu*

*Instructor Office Hours:*
Tuesdays 4-5pm and by appointments. Please allow 24 hours notice for appointments. Questions by email are welcome.

Location: 229E Baker Hall

*Teaching Assistant: *
Anne-Sophie Charest
*acharest@stat.cmu.edu*
Office Hours: Wednesdays 12:30pm - 2:00pm, and by appointment. Please allow 24 hours notice for appointments; no appointments on Thurdays.
Location: FMS 320

##

FINAL FOR 36728 TIME SERIES ANALYSIS:
The final exam is HERE. Start time is 3pm Monday May 2 2011. It
is due in my office or by email at 6pm the same day.

## Syllabus and timeline of topics

Syllabus (pdf)
Timeline

## Homework

Homework 1 due Th march 24 2011
Homework 2 due Th march 31 2011
Homework 3 and
Homework 3 solutions Typos (1) in 6.36(d): ARMA(12 with phi_2 to phi_9 = 0; MA order 9,7,or 5) (2) In 5.1 (c), \theta_2=-0.25 and so the MA characteristic
polynomial is 1-0.5x+0.25x2
Homework 4