Next week:
Week 19 (5/9-5/13 ): Chapter 4 section 4.6 on parametric spectral estimation, Chapter 5 section 5.3 on unit root testing. This was the last lecture in STK4060-16/STK9060-sp16.
Week 18 (5/2-5/6 ): Holiday, no class Thursday May 5'th
Previous weeks:
Week 17 (4/25-4/29 ): Finished chapter 4 section 4.5.
Week 16 (4/18-4/22 ): Finished chapter 4 section 4.4 and beginning of section 4.5,.
Week 15 (4/11-4/15 ): Chapter 4 sections 4.3 and beginning of section 4.4.
Week 14 (4/4-4/8 ): Finished section 6.5 on structural models and section 6.6 until subsection 6.6.2. Then chapter 4 sections 4.1-4.2.
Week 13 (3/28-4/1 ): Finished the relevant parts of section 6.2 and section 6.3.
Week 12 (3/21-3/25 ): Easter break, no class.
Week 11 (3/14-3/18 ): Chapter 6 on state-space models, sections 6.1-2 until Property 6.1: The Kalman Filter. R-code
Week 10 (3/7-3/11 ): Sections 3.7-9 on integrated, ARIMA and seasonal ARIMA models.
Week 9 (2/29-3/4): Finished section 3.6 on estimation.
Week 8 (2/22 - 2/26): Finished section 3.5 on forecasting, then section 3.6 on estimation.
Week 7 (2/15 - 2/19): Section 3.4 on auto-correlation and partial auto-correlation and section 3.5 on forecasting..
Week 6 (2/8 - 2/12): Finished section 3.2 and section 3.3.
Week 5 (2/1-2/5): Finished section 2.3 except the two last examples in 2.3 on use of periodogram, which will be covered later. Then section 2.4 and the AR and MA parts of sections 3.2. R-code.
Week 4 (1/25-1/29): Finished Chapter 1, sections 1.6 and beginning of 1.7, until paragraph starting with "In many applied problems, an observed ...". Then chapter 2, sections 2.1-2.2 and 2.3 until example 2.7 on use of scatter plot matrices. R-code.
Week 3 (1/18-1/22): Sections 1.1-1.5 in Shumway and Stoffer. R-code.
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