STA457 Alvaro Nosedal
Lecture Notes
STA 457 : Introduction to Time Series
STA 457 : Characteristics of Time Series
STA 457 : AR(1) and AR(2)
STA 457 : MA(1) and MA(2)
STA 457 : Duality of MA and AR Processes
STA 457 : ARMA Models
STA 457 : Model Selection
STA 457 : PACF
STA 457 : Parameter Estimation
STA 457 : Estimation in the Time Domain
STA 457 : Forecasting
STA 457 : ARIMA Forecasts (Theory)
STA 457 : ARIMA Forecasts (R)
STA 457 : Spectral Analysis (Theory)
STA 457 : Spectral Analysis (R)
STA 457 : Assignment 1, part 1 (R)
STA 457 : Assignment 2, part 1 (R)
STA 457 : Assignment 3, part 1 (R)
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Department of Mathematical and Computational Sciences University of Toronto Deerfield Hall Mississauga ON L5L 1C6