Tutorial Notes & Schedule

• Tutorial 0: Review of Preliminary Material

  • Notes (Without Solution) & (With Solution)

• Tutorial 1: Decomposition of Time Series 

  • Notes (Without Solution) & (With Solution)

  • Handwritten notes (With Partial-Solution) & (Complete)

• Tutorial 2: Stationarity and dependence measure 

  • Notes (Without Solution) & (With Solution)

  • Handwritten notes (With Partial-Solution) & (Complete)

• Tutorial 3: Parametric Time Series Models

  • Notes (Without Solution) & (With Solution)

  • Handwritten notes (With Partial-Solution) & (Complete)

• Tutorial 4: Midterm Review

  • Notes (Without Solution) & (With Solution)

• Tutorial 5: Inference on Model Parameters

  • Notes (Without Solution) & (With Solution)

  • Handwritten notes (With Partial-Solution)

  • Recap/Summary notes

• Tutorial 6: Model Selection and Diagnostics

  • Notes (Without Solution) & (With Solution)

  • Handwritten notes (With Partial-Solution)

  • Supplementary code (R-code)

• Tutorial 7: Forecasting

  • Notes (Without Solution) & (With Solution)

  • Handwritten notes (With Partial-Solution) & (Complete)

• Tutorial 8: GARCH Model

  • Notes (With Solution)

• Tutorial 9: Final Exam Review

  • Summary Notes

  • Mock Final Exam (Without Solution) & (With Solution)