STK4060 - Spring 2018

Lectures STK4060-sp18

In this page a description of  the material that will be covered next week can be found together with a list of the material that  has already been covered.

Next week:

  • The teaching in STK4060/STK9060_sp18 is finished.

Previous weeks:

  • Week 19 ( 05/07-05/11): Section 4.5 on parametric spectral estimation, then section 5.2 on unit root testing. This was the last lecture in STK4060/STK9060_sp18.
  • Week 18 ( 04/30-05/04): Rest of section 4.3 and section 4.4 on nonparametric spectral estimation, R-code.
  • Week 17 ( 04/23-04/27): Sections 4.3 periodogram and discrete Fourier transform until Example 4.13, p. 187.
  • Week 16 ( 04/16-04/20): Sections 4.2 on spectral density.
  • Week 15 ( 04/09-04/13): Finished rest of section 6.3, except  material on EM estimation on p. 308-310 and example 6.8. Furthermore,  section 6.5 and section 6.6 until 6.6.2 on multivariate regression with autocorrelated errors. Then chapter 4, sections 4.1 R-code, R-code.
  • Week 13 &14  ( 03/26-04/02): Easter break, no class.
  • Week 12 ( 03/19-03/23): Rest of section 6.2 on linear Gaussian state space models. Then section 6.3 until example 6.7, p.307.
  • Week 11 ( 03/12-03/16): Rest of section 3.9. Then 6.1-2 on state space models until the Kalman smoother, R-code.
  • Week 10 ( 03/05-03/09): Rest of section 3.5 on estimation,  then sections 3.6-3.8, section 3.9 until example 3.49, R-code , slides.
  • Week 9 ( 02/26-03/02): Section 3.5 on estimation  until example 3.34, R-code.
  • Week 8 ( 02/19-02/23): Finished  section 3.4 on forecasting, slide, R-code.
  • Week 7 ( 02/12-02/16): Finished section 3.2 on difference equations, then  section 3.3 on autocorrelation and partial autocorrelation and began on section 3.4 on forecasting, R-code. 
  • Week 6 (  02/05-02/09): Finished  section 3.1 on ARMA models, then most of section 3.2 on difference equations.
  • Week 5 (1/29-2/2):  Chapter 3 on ARIMA models, section 3.1 on ARMA models, until Autoregressive moving average models, p. 83, R-code, chapter 3.
  • Week 4 (1/22-1/26): Finished  chapter 1. Then chapter 2 on time  series regression and exploratory data analysis, slide, R-code, chapter 2.
  • Week 3 (1/15-1/19): A short overview of the course was given. Chapter 1 in the textbook with some typical examples of time series and a description of important measures of dependence was covered until example 1.24, page 24, slide. R-code, chapter1.

 

Published Jan. 2, 2018 1:57 PM - Last modified May 7, 2018 1:59 PM
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