For this module we will use the following book with free online access through the university library (you may need to be on the university network):
[CM] Cowpertwait, P. and Metcalfe A. (2009)
Introductory Time Series With R.
https://link.springer.com/book/10.1007/978-0-387-88698-5
Note: The book website for datasets has changed from http://www.massey.ac.nz/~pscowper/ts/
to http://www.maths.adelaide.edu.au/andrew.metcalfe/Data/
and you need to adjust code in the book accordingly if you try out examples on your own.
The literature for this lecture is:
[CM] Chapter 4 (except 4.3.5, 4.4.2, 4.4.3, 4.5.4 and 4.5.6) and Chapter 6 (except 6.5.2).
This lecture as: slideshow (html), Rmarkdown (Rmd), notes (pdf).
This exercise should be answered using the Rmarkdown file AR1.Rmd
which can be downloaded here.
This exercise should be answered using the Rmarkdown file ARMA.Rmd
which can be downloaded here.
This exercise should be answered using the Rmarkdown file diff.Rmd
which can be downloaded here.
Go through old exercises you didn’t finish yet (in particular exams).