University of Cambridge > Mathematics > Statistical Laboratory > Richard Weber > Time series

Time Series

Plot of an AR(1) process

Plot of an AR(1) process

This is a home page for a course of 8 lectures to Cambridge M.Phil in Statistics students. The course was first lectured in winter 1999.

Course notes

Complete notes, 36 A4 pages t.pdf

Examples sheet

There is one examples sheets. The questions appear in the same order as topics are covered in lectures.

Examples examples.pdf

Solutions solutions.pdf  

Recommended books

  1. P.J. Brockwell and R.A. Davis, Time Series: Theory and Methods, Springer Series in Statistics (1986).
  2. C. Chatfield The Analysis of Time Series: Theory and Practice, Chapman and Hall (1975). Good general introduction, especially for those completely new to time series.
  3. P.J. Diggle, Time Series: A Biostatistical Introduction, Oxford University Press (1990).
  4. Kendall, M. Time Series, Charles Griffin (1976).

This material is provided for students, supervisors (and others) to freely use in connection with this course. Copyright remains with the author.

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Last modified: 17 January 2007