MA686H: Special Topics: Time Series Analysis (Winter 2019)

Calendar Description

A detailed examination of a special topic not covered by the department's regular course offerings. The topic and evaluation scheme must be approved by the department.

Prerequisites

Permission of the Department of Mathematics.

Instructor

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

Lectures

Tuesday and Thursday 1 p.m. - 2:20 p.m. in LH3058 (Lazaridis Hall)

Textbook

• Cryer, J. and Chan, K., Time Series Analysis with Applications in R, 2^nd Edition, Springer, 2008.
• Enders, W., Applied Econometric Time Series, 4^th Edition, Wiley, 2014.
• Shumway, Robert H. and Stoffer, David S., Time Series Analysis and Its Applications: with R Examples, 4^th Edition, Springer, 2017.

MyLearningSpace

Materials related to this course and the full course outline will be posted on the MA686H 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 (Jan. 22, Feb. 5, March 12, March 28): 15%
• Midterm Test (Thursday, Feb. 14, 2019, 1 p.m. - 2:20 p.m. in class): 25%
• Project (Tuesday, April 2, 2019): 15%
• Final Exam (2.5 hours, exact date, time and location to be announced): 45%

This document is a summary of the course outline for MA686H and is provided for the convenience of students.