Statistics 336

Time Series Section

 

Winter 2009


 

 

Scott D. Grimshaw

Professor, Statistics Department

223C TMCB

801-422-6251

grimshaw@byu.edu

 

Office Hours: Sept M-F 9-11 am or by appt.

 

 

Homework

HW #1

HW #2

HW #3

 

Class Examples and Code

Computer Lecture

Computer Lecture

Computer Lecture

Computer Lecture

Class Lecture

Computer Lecture

 

Exam Review

 

Data Sets

 

Shumway and Stoffer, Time Series Analysis and Its Applications with R Examples

Book Webpage

 

Project

 

Choose between one of the following:

 

Investigate Global Warming

The annual global temperature deviations from 1880 to present are available at http://data.giss.nasa.gov/gistemp/tabledata/GLB.Ts.txt

(Note: You’ll need to do some data management. You’ll want the column ‘AnnJ-D’ which has values 1880: -0.12, 1881: -0.12, 1882: 0.00, 1883: -0.05, and so on.)

 

In addition to testing whether or not the earth is warming, provide a forecast for the next 10 years.

 

 

Forecast Consumer Spending

The US Bureau of Labor Statistics reports the Consumer Price Index, which, among other things is a measure of inflation. The monthly data beginning January 1913 to the present are available at ftp://ftp.bls.gov/pub/special.requests/cpi/cpiai.txt

(Note: you’ll need to do some data management since the file is laid out with years on rows and months on columns --- with some nuisance annual values in the last three columns.)

 

Create a forecast through July 2011.

 

 

Create a presentation for this project. You should include:

1.    Problem Statement. This should define why the analysis is performed and how the response variable is defined.

2.    Data. Provide the details of where the data was obtained, how measurements are made, the time period, the number of observations, and a plot of the time series.

3.    Estimated Model. Provide justification of model, estimates, interpretation, and hypothesis tests (if relevant).

4.    Forecast/Predictions.

 

Your presentation should use LaTeX, using the beamer class package. To see an example with some slides that demonstrate math and including graphs, see this file.