CAAM 499: Assignments

Assignment 1: Solve exercise 6 in sect 16.6 of the lecture notes. Use it to reproduce figure 16.2 of the lecture notes. Due date: Thursday, February 27.

Assignment 2: Reproduce figure 16.5 of the lecture notes. Due date: Thursday, February 27.

Assignment 3:Download the time series stored here here, as well as the following m-file. Follow the instructions in the m-file to reproduce the main features of Fig. 18.5. Due date: Tuesday, March 10.

Final project: In the exercise section 16.6, implement the model described in exercise 14. Use it to reproduce figure 16.6 and figure 16.7A (no need to reproduce 16.7B-D). Due date: Tuesday, March 17.