Just before lecture, about 1:30pm PST on Tues and Thurs, we’ll post the link to the webcast of the lecture.
Lecture 1 Introduction to time-series Analysis: Recording 1 (poor video, good audio), Recording 2 (good video, poor audio).
Lecture 2 Covariance and correlation: Recording 1 (poor video, good audio) starts at about slide 5, Recording 2 (good video, no audio).
Lab 1 Linear regression models in matrix form
Lecture 3 Stationary & nonstationary models
Lecture 4 Estimation & forecasting
Lab 2 Intro to time series in R (just the introduction)
Lecture 5 Intro to univariate state-space models (no video yet)