14.384 | Fall 2013 | Graduate

Time Series Analysis

Assignments and Exams

The assignments and exam from the course are not available, however some sample problems and a sample final exam have been included.

Problem Sets

The problem sets will emphasize different aspects of the course, including theory and estimation procedures we discuss in class. I strongly believe that the best way to learn the techniques is by doing. Every problem set will include an applied task that may include computer programming. I do not restrict you in your choice of computer language. I also do not require you to write all programs by yourself from scratch. You may use user-written parts of codes you find on the Internet, but I do require that you understand the program you use and properly document it with all needed citations of original sources. Collaboration with other students on problem sets is encouraged, however, the problem sets should be written independently.

Samples problems for 14.384 (PDF)



Sample final exam (PDF)

Course Info

As Taught In
Fall 2013
Learning Resource Types
Lecture Notes
Problem Sets
Instructor Insights