STATISTICS 428/6280

Fall 2013
INSTRUCTOR: T. N. Sriram (tn@uga.edu, 706-542-3305)
OFFICE: Room 216, Statistics Building.
MEETING HOUR, ROOM & DAYS: 11:15 am 12:05 pm, MWF, Room 306,
Statistics Building
TEXT: Time Series Analysis, Univariate and Multivariate Methods, by William Wei,
Addison Wesley, Second edition. This text book is optional, as I will be supplying
PDF files of my own course notes.
COURSE SYLLABUS: We will cover the following topics: Fundamental concepts;
Stationary time series models known as ARMA models; Non-stationary time series
models known as ARIMA models; Forecasting; Model Identification; Parameter
Estimation, diagnostic checking and model selection; seasonal time series known as
SARIMA models; and Intervention analysis models. If time permits, we will cover
conditionally heteroscedastic time series models known as ARCH and GARCH models.
The main objective of this course is to expose you to various methods and tools available
to build time series models for data arising in real life. The main emphasis will be on
applications along with some exposure to the theoretical aspects of the methods.
PRIOR KNOWLEDGE:
The course requires knowledge of simple linear regression and multiple regression
models. You will be at a great disadvantage without the knowledge of regression.
The statistical software SAS is an integral part of this course and it will be used
extensively and intensively throughout the course; expertise with this software is
also absolutely essential!
OFFICE HOURS: Tuesday & Thursday: 2:00 PM 2:50 PM or by appointment.
LAB: Statistics Lab, Room 307, is available for use during the class period. You will
have access to computers in the lab through open lab hours. I will send you the lab
schedule once it becomes available to me.
TEACHING ASSISTANT: Mr. Emmanuel Tuglo
TAs OFFICE HOURS:
HOME WORK: These will be assigned periodically, graded and returned.

EXAMS & TAKEHOME PROJECTS: There will be Two (2) in-class exams
(September 9, and October 7, 2013). Tests on these days will be from 11:10am to
12:10pm. In addition, there will be three take home projects (Dates TBA). 50% of each
project grade will be for your written presentation. The projects can be time
consuming.
FINAL: A major final project will be assigned and adequate time will be given to
complete it. Due date for the final project is December 6, 2013 by 5 pm.
GRADES: 100 points for each in-class exam/project and 200 points for Final project.
Course grade will be assigned based on total points earned. Straight scale will be adopted
to determine a +/- letter grade.
IMPORTANT DATES:
Drop/Add for Undergraduate & Graduate level courses: August 12 -16, M-F
Holiday (Labor Day): September 2, M
Withdrawal Deadline: October 17, Th
Fall Break: November 1, Friday
Last day of classes prior to Thanksgiving break: November 22, F
Thanksgiving Holidays: November 25-29, M-F
Classes Resume: December 2, M
Friday class schedule: December 3, T
Classes End: December 3, T
Reading Day: December 4, W
Final Exam: December 6, F

Some important polices:

1. All academic work must meet the standards contained in A Culture of Honesty.
Students are responsible for informing themselves about those standards before
performing any academic work.
http://www.uga.edu/ovpi/honesty/acadhon.htm
All students are assumed to know what is involved in cheating and what constitutes
plagiarism. Cheating or assisting someone who cheats is serious; penalties are severe, and
ignorance is not an acceptable excuse.
2. Turn off your cell phones upon entering the class.
3. The course syllabus is only a general plan for the course; deviations announced to
the class by me may be necessary.