Assignment
1:〈2002/10/2〉Chapter1:1,2,3
Assignment 2:〈2002/10/9〉Chapter1:4,5,6
Assignment 3:〈2002/10/16〉ACF of Ch1.
data; Explain CAMP
Assignment
4:〈2002/10/23〉Chapter2:1,2,3,4
; AR(2) business cycle length
Assignment 5 : 〈2002/10/30〉Chapter2:5,6,7,8;
Variance of ARMA(1,1)
Assignment
6: 〈2002/11/6〉Chapter2:9,10
Assignment
7: 〈2002/11/6〉Chapter2:11;
ACF of I(d) process; Build models of
1-year and 3-year treasury constant maturity rates