Spring Semester, 2014, Mon. 12:30-14:20 WLB206, Fri. 9:30-10:20 AAB504
http://www.math.hkbu.edu.hk/~hpeng/stat3830.html
E-mail: hpeng@math.hkbu.edu.hk
Teaching Assistant: Zhao, Jingxin, E-mail: 13479547@life.hkbu.edu.hk
Office Hours: Mon. 9:30-12:20 and Thu.
14:30-17:20 or by appointments.
Syllabus and Others: click here
Lecture notes 4
Datasets and Programs
Chapter 1
Datasets
Interest rate data
The Standard and
Poor's 500 Index
Signal
processing-deceleration during car crashes
Program
Plot figures for
datasets of Example 1.1-1.4
Compute
AR(2) Model predicted error
Chapter 2
Datasets
Program
Running
Performance Analysis
Chapter 3
Example 3.1 Annual U.S. Production:
Dataset,
Main Program,
Function: 1
Example 3.2 Quarterly Iowa Nonfarm Income:
Dataset,
Main Program,
Functions: 1 2
Example 3.3 Weekly Thermostat Sales:
Dataset,
Main Program,
Functions 1
2
Example 3.4 Car Sales: Dataset,
Main Program, Functions:
1
2
Example 3.5 New Plant and Equipment Expenditures:
Dataset,
Main Program, Functions:
1
2
3
Chapter 4
Example 4.1 Yield Data: Dataset,
Main Program,
Function: 1
Cases Study
Datasets
Weekly egg prices at a German
agricultural market between April 1967 and May 1990
GE daily returns for GE common stock
from December 1999 to December 2000.
Quarterly earning per share of
Johnson and Johnson from 1960 to 1980.
The 1-year and 3-year U.S.
treasury constant maturity rates.
Assignments
Assignement 1 Suggested Solution
Assignement 2 Suggested Solution
Assignement 3 Suggested Solution
Projects
1. Individual project, Due Date: April 14.
2. Group project Due date: May 15.