## P657 : Time Series

### Class Description

Purpose: Introduce students to linear dynamic systems theory, statistical models for time series data, and statistical tools for signal processing. Learn how to use time series and signal processing programs to analyze research data. Basic theory and computer examples will be presented by the instructor during lectures. Approximately biweekly homework assignments will be completed by students. These will be 5 minute classroom presentations by students.

### Class Information

**Semester(s): **Spring

**Semester(s) Offered: ** Spring

**Website: **http://mypage.iu.edu/~jbusemey/time/time_series.htm

**Capacity: ** 20

### Contact Information

**Instructor: **Jerome Busemeyer - jbusemey@indiana.edu

**Other Contact(s): ** Jerome Busemeyer - jbusemey@indiana.edu

### Other Details

**Sequence: ** grad stat course

**Prerequisites: ** stat

**Algebra Required?: ** yes, proofs, sometimes for homework

**Calculus Required?: ** a little

**Day(s) per week offered: ** 2 days a week, computer assignments in class

**Substantive Orientation: ** stat, psych, biology, physics

**Statistical Orientation: ** maximum likelihood

**Books used: ** Shumway, Robert H., & Stoffer, David S. (2006) Time series analysis and its applications. Springer

**Applied/Theoretical: ** applied mostly some theory

**Software Used: **
R, Stata

**How the software is used: ** data analysis

**Problem Sets: ** bi weekly homework

**Data Analysis: ** yes

**Presentations: ** yes, final project

**Exams: ** no