Class 12. Time series analysis.

Table of contents for Class 12

	325-328 ........ Discursive introduction.
	  329-340 ...... Cellular phone subscribers. [Cellular.jmp]
           329  ........ Time series plot of raw data.
           330  ........ The 1/4 power transform for  subscribers.
           331  ........ Residual plot shows the problem --
                         tracking (waves, cycles). 
           332  ........ Plotting the relationship between consecutive
                         residuals.
           333  ........ The Durbin-Watson statistic.
           334  ........ A model with the lagged residuals.
           335  ........ An improved (but imperfect) residual plot.
           336  ........ Adding the lag 2 residuals -- a better
                         looking residual plot.
           337  ........ Looking at the model fits.
           338  ........ Zooming in on the recent past -- a slight
                         difference.
           339  ........ Looking at prediction intervals.
           340  ........ Summary.
          341-358 ...... Trends in computer sales. [CompSale.jmp]
           342-343 ..... Exploratory analysis.
           344-345 ..... Basic models.
           346-347 ..... Collinearity and autocorrelation problems.
           348  ........ The Durbin-Watson statistic.
           349  ........ The rationale for modeling differences.
           350-353 ..... Model fitting for the differences.
           354-355 ..... Checking the assumptions and leverage plots.
           356  ........ A good looking residual plot.
           357  ........ Summary.
           358  ........ Quick and dirty prediction. Lagged response +
                         trend.