Tutorial 1 (Updated @ 19/09)

• In Exercise 6(c), the quantity of interest is Delta(Delta_9 X_20) instead of Delta(Delta_4 X_20)

Tutorial 3 (Updated @ 28/10)

• In Figure 1, \Theta (Seasonal) was miswritten as \theta.

• In P.2, the box "General guidance in Identification of Models", it should be p = deg(\phi) and q = deg(\theta) instead of p = deg(\theta) and q = deg(\phi).

• For Exercise 6, gamma(0) = (9/25)sigma^2 instead of (25/9)sigma^2. 

• For Exercise 3(b), the conclusion should be Y_t = sum_{i=1}^\infty \psi_i Z_{t-i} instead of Z_t = sum_{i=1}^\infty \psi_i Y_{t-i}.

Tutorial 4 (Updated @ 29/10)

• For Exercise 3, gamma(1) = 0 and rho(1) = 0. (It was not specified in the old version of solution)

• For Exercise 4(c), the model should be specified as SARIMA(1,0,1) x (1,0,0)_2 instead as ARIMA(3,0,1).

Tutorial 5 (Updated @ 15/11)

• Updated a new section (Section 5.5) regarding M-estimation.

• For Exercise 8, assume {Z_t} ~{iid} N(0,\sigma^2) instead of WN(0,\sigma^2).

Tutorial 6 (Updated @ 15/11)

• In P.1, the statement is sqrt{n} r_k -> N(0,1) instead of sqrt{n} C_k -> N(0,1).

Tutorial 7 (Updated @ 29/11)

• In P.2, point 2 in the "Operation of Box and Jenkins Approach" box, Y_{n+k-i} is replaced by E(Y_{n+k-i} | Y_1,...,Y_n).