Financial Time Series I


(Est. September 2002, Revised:  1/20/2003)

You can pick up project 2, project 3, and homework 4 at my office- 舊數學館106室.

Before doing it, please send me an email to make sure that I am in my office.

Prerequisite: One semester probability and statistics courses.


Data Mining(ppt)

        Part 3. 線性時間序列                     


3. Project 3. Linear Time Series, Data Sets: Mortality,  Smoke, TemperatureDue date: 1/16/03 (Get tseries or fracdiff package.)  You should download R-programming for linear time seriesAnswer

Data appendix: 

Lottery: lottery.number, lottery.payoff, lottery2, lottery3

House: hstart