University of Minnesota
School of Statistics

Statistics 5932/8932
Fall 2000

Instructor Christopher Bingham

Contents

School of Statistics Home Page

Announcements
12/14/00The final exam and data set have been uploaded. They are also in directory ~kb/publicdata/stat5932 on the Statistics workstation networks (HP and Linux). Your solutions are due 12:00 noon, Friday, December 22.

12/8/00 I just uploaded another modified version of Arima.mac which fixes a few bugs and has a few other improvements. If you download it, you should keep your current one as well, in case I have accidentally introduced new bugs. Unless you experience problems, you should estimate ARIMA series using this version rather than earlier versions.

I have also uploaded statespace.mac(for Explorer). This includes macros genstate, kalman and kalmanpred. There is no help for these as yet. See the comments in the file.

Email and Office Hours

Course Information

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Frequently Asked Questions about MacAnova ( text format) (updated January 2, 1998)
This includes questions on:

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Assignments

Mid Term Examination

Final Examination

I have now posted the final exam and data set. They are also in directory ~kb/publicdata/stat5932 on the Statistics networks (HP and Linux). You will have until 12 noon, Friday December 22 to turn in your answers, unless you have previously received a copy. A computer file of your answers will not be sufficient. Back to Contents

Handouts and Examples

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Data files
At the moment you will probably not be able to download the files marked restricted access. I hope to get the problem fixed soon.

MacAnova Macro Files

Macro files Arima.mac and tser.mac are distributed with MacAnova. Even if you have the versions that were distributed with version 4.10, you should download the new version 4.11 macro files. If corrections or other changes are made you will be able to download updated versions here.

Help on macros in these files may be obtained using tserhelp() and arimahelp(). With no arguments, these print a list of the macros in the files. You can get help on a topic by, for example, arimahelp(arima), and usage on a topic by arimahelp(arima,usage:T)

Recent versions of MacAnova have the feature that when you attempt to use a macro that has not yet been read in, MacAnova automatically searches for it in the files listed in variable MACROFILES. Only when it is not found in any of these files will an error be reported.

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New version of ITSM
Zip file containing a new version of ITSM written for use with Windows (restricted access; see URL distributed in class)

MacAnova Documentation

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DOWNLOAD MacAnova

Individual macro files
(for both Macintosh and Windows)

You can download the macro files individually, too (for both Windows and Macintosh): arima.mac, tser.mac, graphics.mac, macanova.mac, math.mac, mulvar.mac, regress.mac, and design.mac. The first four are must haves; the others are also useful.

With Microsoft Explorer, you may find these links better: arima.mac, tser.mac, graphics.mac, macanova.mac, math.mac, mulvar.mac, regress.mac, and design.mac Back to Contents

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C Bingham
Updated Thu Dec 14 17:26:13 CST 2000