Homework

Listed below are the assigned homework problems. Although these homework problems will NOT be turned in for a grade, you should expect to see similar problems or these exact same problems on tests or projects. You will be at a great disadvantage when taking tests and completing projects without doing these homework problems.

R Introduction

Duplicate the example in the notes

Chapter 1

	Click here to download a Word file containing the homework
	Remember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
	Duplicate all examples in the notes

Chapter 2

	There are no problems from the book
	Remember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
	Duplicate all examples in the notes

Chapter 3

Click here to download a Word file containing the homework for Sections 3.1-3.4

Click here to download a Word file containing the homework for Sections 3.5-3.7

Section 3.8:

	In Example 3.40, Shumway and Stoffer summarize some of the diagnostics for an ARIMA model fit to the glacial varve series. Using this example as a guide and my examine.mod() function, verify the results of the diagnostic analyses.
	Generate data from a variety of ARIMA processes and try to find the best ARIMA model for each

Click here to download a Word file containing the homework for Section 3.9

Remember to use tsa3.rda from Shumway and Stoffer's web page for all of their data

Duplicate all examples in the notes

Chapter 4 (none)

Chapter 5

	Click here to download a Word file containing the homework for Section 5.2
	Click here to download a Word file containing the homework for Section 5.6
	Click here to download a Word file containing the homework for Section 5.4
	Remember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
	Duplicate all examples in the notes
	Read the Chan (2002) and Pena, Tiao, Tsay (2001) additional references
	Read about the 2003 Nobel Prize for Economics

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