Regression and Time Series

Graduate course, Rutgers University, 2020

Overview

An introduction to statistical methods with linear models and time series models. Inference and prediction of linear models and their extensions. Model checking, refinement and selection. Classic and advanced time series including estimation and forecasting of ARIMA models and state space models. Data analysis with computational software is emphasized.

Textbooks

  • Faraway, J. J. (2014). Linear models with R. CRC press.
  • Cryer, J. D., & Chan, K. S. (2008). Time series analysis: with applications in R. Springer Science & Business Media.