 | R Introduction
 | Duplicate the example in the notes |
|
| Chapter 1
|
| Chapter 2
|
| 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 3.37, Shumway and Stoffer (2006) 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 |
| Examine Shumway
and Stoffer's R file for Chapter 3 |
| Duplicate all examples in the notes |
|
| Chapter 4 (none) |
| Chapter 5
| No additional homework problems for Section 5.2. |
| Click here
to download a Word file containing the homework for Section
5.5 |
| Click here
to download a Word file containing the homework for Section
5.3 |
| Read the Chan (2002) and Pena, Tiao, Tsay (2001) additional references |
|
| Intervention analysis
| Generate a few data sets with different types of interventions.
Fit models to the data in R. |
| Make sure that you understand how to find the intervention responses
(outputs) for any values of s and r. See p. I.A.2-5 for some of the examples
in the notes. |
|
