Course Material for Time Series

All of the documents below are available as pdf files, except the data sets.

Course Information

Course Document

Learning Outcomes and Rubric

Lecture Notes

Chapter 1: Introduction

Chapter 2: Trend and Seasonal Components

Chapter 3: Stationary Time Series Models

Chapter 4: Estimation of the Mean and the ACVF

Chapter 5: ARMA Models

Chapter 6: ARIMA Models

Exercise Sheets and Solutions

Exercise Sheet 1 and Solutions to Exercise Sheet 1

Exercise Sheet 2 and Solutions to Exercise Sheet 2

Exercise Sheet 3 and Solutions to Exercise Sheet 3

Exercise Sheet 4 and Solutions to Exercise Sheet 4

Exercise Sheet 5 and Solutions to Exercise Sheet 5

Exercise Sheet 6 and Solutions to Exercise Sheet 6

Handouts for Practicals and Solutions

Practical 1 and Solutions to Practical 1

Practical 2 and Solutions to Practical 2

Practical 3 and Solutions to Practical 3

Practical 4 and Solutions to Practical 4

Practical 5 and Solutions to Practical 5

Practical 6 and Solutions to Practical 6

Data Sets for Practicals

Olympic Gold Medal Data

Change in Temperature Data

Australian Electricity Production Data

Australian Beer Production Data

Indian Monsoon Data

Boston Crime Data

Industrial Sales Data

Sunspots Data

Recife Temperature Data

Thermal Growing Season Data

Paleoclimatic Glacial Varve Data

Past Examination Paper and Solutions

Examination Paper for 2011 and Solutions to Examination Paper for 2011