Time Series Analysis

**Groups**

**Group 1: **Stella and Laura; will present on 01/25, see below

**Group 2: **Daniel and Jen; will present TBA

**Group 3: **Wenjie and Xiaotian; will present TBA

**Group 4: **Fernando, Wyara and Mary; will present TBA

**Group 5: **Hyotae and Jiajie; will present on 01/30, see below

Order for presentations: 1, 5, 3, 4, 2

**Homework 1**

Prado & West Chapter 1: 2, 4, 5 and 7.

Prado & West Chapter 2: 3 (a), 4, 6 (assume all the reciprocal roots are different).

**Due:** Th 01/25; **Group 1** will present problems 5 and 7 from Chapter 1 and problem 4 of Chapter 2.

**Homework 2**

Prado & West Chapter 2: 8, 10, 13, 17 (use the conditional likelihood)

**Due: **Tu 01/30**; Group 5 **will present problems 13 and 17 on Tu 01/30

**Homework 3**

Prado & West Chapter 2: 18, 19, 21. The data for these problems are posted here.

**Due:** Th 02/01 **Note:** No groups will be presenting problems from this homework.

**Homework 4**

Prado & West Chapter 3: 3, 4 (data lh in R), 6 (the problem has a typo, it should be y_t = phi_1 y_{t-1} + phi_2 y_{t-2} + epsilon_t);

Prado & West Chapter 4: Problems 1 and 2;

West and Harrison Chapter 2: 1, 3, 5, 6

**Due:** Tu 02/20; **Group 3** will present the following problems: Prado & West Problems 3 and 4 from Chapter 3 and West & Harrison Problem 3 from Chapter 2.

**Homework 5**

West & Harrison, Chapter 4: 6, 11; Chapter 5: 1, 3(a) and (b), 4, 5, 9, 10

**Due:** Th 02/22; No groups will present problems from this homework.

**Homework 6**

West & Harrison, Chapter 7: 1, 2, 3

West & Harrison, Chapter 8: 3, 5, 8, 9, 10, 13, 14

West & Harrison, Chapter 9: 3, 4(a) and 9.

**Due Th 03/08. Group 4** will present W&H Problem 14, Chapter 8 on Th 03/08.

**Homework 7 **

West & Harrison, Chapter 10: 1(A)-(B) and 1(D); 2, 7

Prado & West, Chapter 5: 4, 5 and 6

**Due Th 03/15**, **Group 2** will present Problem 7, Chapter 10 of West & Harrison.