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MA492A: Time Series Analysis (Winter 2018)

Calendar Description

A survey of the econometrics of time series analysis and recent advances in regression methods. (Cross-listed as EC455.)

Prerequisites

EC355 or MA242 or ST362.

Instructor

Professor Zilin Wang (PhD)
Office: LH3047 (Lazaridis Hall)
Office Hours: Tuesday and Thursday 2:30 p.m. - 3:30 p.m., or by appointment for other time.
Email: zwang@wlu.ca
Telephone: x2870

Lectures

Tuesday and Thursday 1 p.m. - 2:20 p.m. in BA210 (Bricker Academic Building)

Textbook

  • Cryer, J. and Chan, K., Time Series Analysis with Applications in R, 2nd Edition, Springer, 2008.
  • Shumway, Robert H. and Stoffer, David S., Time Series Analysis and Its Applications: with R Examples, 4th Edition, Springer, 2017.

MyLearningSpace

Materials related to this course and the full course outline will be posted on the MA492 MyLearningSpace website. You are responsible for checking here on a regular basis for important announcements.

Evaluation

A final mark out of 100 will be calculated as follows:

  • Assignments: 15%
  • Midterm Test (Thursday, Feb. 15, 2018, 1 p.m. - 2:20 p.m. in class): 25%
  • Project (Tuesday, April 3, 2018): 15%
  • Final Exam (2.5 hours, exact date, time and location to be announced): 45%

The final mark will be reported as a letter grade in accordance with the conversion table of the current undergraduate calendar.

This document is a summary of the course outline for MA492 and is provided for the convenience of students.