Homework

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Listed below are the assigned homework problems. Although these homework problems will NOT be turned in for a grade, you should expect to see similar problems or these exact same problems on tests or projects. You will be at a great disadvantage when taking tests and completing projects without doing these homework problems.

bulletR Introduction
bulletDuplicate the example in the notes
bulletChapter 1
bulletClick here to download a Word file containing the homework
bulletRemember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
bulletDuplicate all examples in the notes
bulletChapter 2
bulletThere are no problems from the book
bulletRemember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
bulletDuplicate all examples in the notes
bulletChapter 3
bulletClick here to download a Word file containing the homework for Sections 3.1-3.4
bulletClick here to download a Word file containing the homework for Sections 3.5-3.7
bulletSection 3.8:
bulletIn Example 3.40, Shumway and Stoffer summarize some of the diagnostics for an ARIMA model fit to the glacial varve series.  Using this example as a guide and my examine.mod() function, verify the results of the diagnostic analyses. 
bulletGenerate data from a variety of ARIMA processes and try to find the best ARIMA model for each
bulletClick here to download a Word file containing the homework for Section 3.9
bulletRemember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
bulletDuplicate all examples in the notes
bulletChapter 4 (none)
bulletChapter 5
bulletClick here to download a Word file containing the homework for Section 5.2
bulletClick here to download a Word file containing the homework for Section 5.6
bulletClick here to download a Word file containing the homework for Section 5.4
bulletRemember to use tsa3.rda from Shumway and Stoffer's web page for all of their data
bulletDuplicate all examples in the notes
bulletRead the Chan (2002) and Pena, Tiao, Tsay (2001) additional references
bulletRead about the 2003 Nobel Prize for Economics

 

 

 

 

 

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