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Thank you for your achievements both in the project and at the final exam. Nobody failed at the exam, and there were 5 A's, which is a good result. Here is a solution (in Norwegian) for the written exam.
All students should now be able to find their candidate number in the StudentWeb.
NB!!! In the STK4060 project; Assignment no. 1, correct d) to:
d) For the models chosen, discuss in principle how you can calculate the one-steps-ahead predictions and the standardized innovations. Discuss relevant diagnostics.
(Remark: The calculations are described in the book, slightly outside the curriculum, but do not seem to have been implemented in R. It is enough to refer to the relevant passages in the book, you don't have to write down everything which is written there.)
For those who already have printed out the curriculum list: There was a misprint in the earlier list: 3.9 was written instead of 3.7, 3.8. This has now been corrected.
Lecture 10.5: Summary of Sections 2.9-2.12 in Durbin and Koopman. Summary of Sections 6.1-6.2 in Shumway and Stoffer. Two hours of repetition.
Lecture 3.5: Sections 2.1-2.8 in Durbin and Koopman. Exercises 5.3: 4.18(a), 4.21, 4.33.
We will include some simple state space discussions from Chapter 2 of J.Durbin and S.J. Koopman: Time Series Analysis by State Space Methods. Oxford University Press (2001). Copies can be picked up at my office if you don't already have them.
Lecture 26.4: Cross-spectrum from 4.6; part of 4.10; 5.5; 5.6. Exercises 26.4: 4.6, 4.7, 4.10.
Lecture 19.4: 4.4 and 4.7. Exercises 19.4: 4.2, 4.3, 4.4.
Curriculum from chapter 4 will probably be 4.1-4.4 and 4.7. Lecture 12.4: 4.1-4.2 and the beginning of 4.3. Exercises 12.4: 3.26, 3.27. In addition: Go through Chapter 3 again and try R-commands on data from book page.
The end of Section 3.6 will be skipped. Lecture 22.3: 3.7-3.8. Exercises 22.3: 3.12, 3.13, 3.14
Page 121 will be skipped. Lecture 15.3: 3.6. Exercises 15.3: 3.10, 3.11, 3.15
Lecture 8.3: 3.5-3.6. Exercises 8.3: 3.6b, 3.38
Lecture 1.3: 3.5. Exercises 1.3: 3.5, 3.6a, 3.7
Lecture 22.2: 3.4-3.5. Exercises 22.2: 3.4, 3.5 (we take 3.6 later)
Lecture 15.2: 3.3-3.4. Exercises 15.2: 3.1, 3.2, 3.3, 3.4
The course will have a project paper, handed out in April and with deadline at the end of May. On the final mark, the project paper and the written exam will count equally much. There will be no obligs.
Lecture 8.2: 3.1-3.2; a little from Appendix B.1 and B.4. Exercises 8.2: 1.19, 1.20, 2.1, 2.6, 2.7
Lecture 1.2: 2.3-2.4. Exercises 1.2: 1.10, 1.12, 1.13.
For the obligs, you should all learn R. Download: http://cran.r-project.org/ Introduction: http://cran.r-project.org/doc/manuals/R-intro.pdf
If you want to ask me about something, you are welcome on Fridays 1400-1500
Lecture 25.1: 1.6, 1.7, 2.1, 2.2. Exercises 25.1: 1.4, 1.6, 1.7, 1.9, 1.11.