Course notes in Word files are designed to be printed as 4 pages per sheet of paper.

Section 1 - Introduction

• Notes/videos
  • Syllabus-1.pdf, syllabus_supplemental.pdf
  • Course structure-2.docx
  • R_intro-Basics-3.docx, video
  • R_intro-ProgramEditors-4.docx, video
  • R_intro-Example-5.docx, video
  • R_intro-ObjectOrientedLanguage-6.docx, video
• Data: 
  • gpa.csv
  • gpa.txt
• R programs:
  • AppendixInitialExamples.R
  • gpa.R
• Additonal files
  • EquationFonts.docx, mtextra.ttf
• Remember to reproduce the examples in the notes 

Section 2 - Time series

• Notes/videos
  • ExampleData-1.docx, video
  • BasicModels-2.docx, video
  • Dependence-3.docx, video
  • Stationarity-4.docx, video
  • EstimateInferenceDependence-5.docx, video
  • ResolveNonstationarity-6.docx, video
• Data
  • AR1.0.7.txt
  • COVID-cases-LanscasterCounty.csv
  • COVIDwastewater.csv
  • greenhousegas_pop_10nations.csv
  • nonstat.mean.csv
  • OSU_enroll.csv
  • Sales.csv
  • SN_y_tot_V2.0.csv
  • SP500weekly.csv
  • stoplight.csv
• R programs
• ar1.R
• ar1_0.7.R
• COVID-Investigate.R
• COVIDwastewater.R
• dependence.R
• first_diff.R
• jj.R
• moving_average.R
• nonstat.mean.R
• OSU_enroll.R
• SP500.R
• sunspots.R
• white_noise.R
• Remember to reproduce the examples in the notes 

Section 3 - ARIMA

• Notes/videos 
  • AR-1.docx, video
  • MA-2.docx, video
  • ARMA-3.docx, video
  • ACFforARMA-4.docx, video
  • PACFforARMA-5.docx, video
  • CompareTrueEstimatedACF_PACF-6.docx, video
  • IntegratedModels-7.docx, video
  • EstimationPart1-8.docx, video
  • EstimationPart2-9.docx, video
  • Forecasting-PointEstimate-10.docx, video
  • Forecasting-Inference-11.docx, video
  • DriftTerm-12.docx, video
  • ModelBuildingSteps-13.docx, video
  • ModelBuildingExample-14.docx, video
  • SARIMA-IntroSimExample-15.docx, video
  • SARIMA-OSUexample-16.docx, video
• Data
  • arima111.csv
  • sarima011.011.12.csv
  • RiverHeight.csv
  • week10.csv
  • week12.csv
• R programs
  • AICinvestigation.R
  • ar1_model_build.R
  • ar1_sim.R
  • arima111_model_build.R
  • arima111_sim.R
  • arma_sample.R
  • examine.mod.R
  • fit_AR1.R
  • ma1_sim.R
  • OSU_enroll_MB.R
  • poly_root_example.R
  • sarima_011_011_12_sim.R
  • Week5.R
  • Week10.R
  • Week12.R
• Additional items
  • Arlt and Trcka (2021)
• Remember to reproduce the examples in the notes 

Section 4 - More topics

• Notes/videos 
  • ARFIMA-IntroSimExample-1.docx, video
  • ARFIMA-AddExamples-2.docx, video
  • RegressionARMAerrors-3.docx, video 
  • MultipleTimeSeries-4.docx, video
  • ARCH-Introduction-5.docx, video
  • ARCH-SimulatedExample-6.docx, video  
  • ARCH-ARIMA-7.docx, video
  • GARCH-8.docx, video
  • MoreTimeSeriesAnalysis-9.docx, video
• Data
  • CourseVisitsTS.csv
  • SalesAdvertising.csv
  • sp500.txt
  • x_arfima.txt
• R programs and Excel files
  • arch1.R
  • arch2.R
  • arfima_sim.R
  • ElNino.R
  • GNP.R
  • LApollution.R
  • SalesAdvertising.csv
  • simple_ccf_exampleV2.R
  • simple_CCF_exampleV2.xlsx
  • SP500.R
  • varve_frac.R
• Remember to reproduce the examples in the notes