| Week | Date | Lecture | Assignment |
| 1 | Jan 09 | Lecture 1 | |
| | Jan 11 | Lecture 2 | |
| | Jan 12 | Discussion 1: Tutorial on R | |
| | Jan 13 | Lecture 3 | |
| 2 | Jan 18 | Lecture 4 | |
| | Jan 19 | Discussion 2: Review on Weakly Stationary Time Series | |
| | Jan 20 | Lecture 5 | |
| | Jan 22 | | Homework 1 due:
CH1: 1.2, 1.3, 1.6, 1.9, 1.13, 1.14, 1.18 |
| 3 | Jan 23 | Lecture 6 | |
| | Jan 25 | Lecture 7 | |
| | Jan 26 | Discussion 3: Review on Asymptotic Normal Distribution | |
| | Jan 27 | Lecture 8 | |
| | Jan 29 | | Homework 2 due:
CH1: 1.10, 1.20, 1.23, 1.31;
CH2: 2.6;
CH3: 3.2
|
| 4 | Jan 30 | Lecture 9 | |
| | Feb 01 | Lecture 10 | |
| | Feb 02 | Discussion 4: Review on Causality and Invertibility | |
| | Feb 03 | Lecture 11 | |
| | Feb 05 | | Homework 3 due:
CH3: 3.4-3.9
|
| 5 | Feb 06 | Lecture 12 | |
| | Feb 08 | Lecture 13 | |
| | Feb 09 | Discussion 5 | |
| | Feb 10 | Midterm Exam 1 | |
| 6 | Feb 13 | Lecture 14 | |
| | Feb 15 | Lecture 15 | |
| | Feb 16 | Discussion 6: Review on m-step-ahead (Truncated) Prediction | |
| | Feb 17 | Lecture 16 | |
| | Feb 19 | | Homework 4 due
CH3: 3.10, 3.11, 3.15, 3.16
|
| 7 | Feb 22 | Lecture 17 | |
| | Feb 23 | Discussion 7: Review on Gaussian-Newton Procedure | |
| | Feb 24 | Lecture 18 | |
| 8 | Feb 27 | Lecture 19 | Homework 5 due
CH3: 3.19, 3.23
|
| | Mar 01 | Lecture 20 | |
| | Mar 02 | Discussion 8: Review on Midterm Eaxam 2 | |
| | Mar 03 | Lecture 21 | |
| | Mar 05 | | Homework 6 due |
| 9 | Mar 06 | Lecture 22 | |
| | Mar 08 | Lecture 23 | |
| | Mar 09 | Discussion 9: Midterm Exam 2 Review | |
| | Mar 10 | Midterm Exam 2 | |
| 10 | Mar 14 | Lecture 24 | Homework 7 due |
| | Mar 15 | Lecture 25 | |
| | Mar 16 | Discussion 10: Homework Office Hour | |
| | Mar 17 | Lecture 26 | |
| 11 | Mar 26 | | Final Report due |