Test #2 is on Thursday, May 2 from 3:00PM to 5:00PM in our usual classroom (OSB 108).

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EXAM POLICIES AND PROCEDURES

There will be randomly assigned seating, so arrive a couple minutes early.  You must sit in your assigned seat.

The exam is closed book and closed notes.  NO books or notes are allowed.

During the exam, you may have in your possession ONLY what you need to write with (pens, pencils, and erasers) and a water bottle (if you absolutely need one).  All other items (INCLUDING CELL PHONES) must be left at the front of the classroom during the exam.  This includes backpacks, purses, books, notes, etc.  You may keep small items such as keys, coins, and wallets (but NOT CELL PHONEs or any other devices with internet or phone or computational abilities) so long as they remain in your pockets at all times.  If requested, you must be willing to empty your pockets for inspection of their contents (so don't have anything in your pockets you would object to showing me).

Please note that, if you violate any of the rules above, you will automatically get a zero on the exam.  (Your exam will NOT be graded.)  In particular, if you are found in possession of a cell phone during the exam, you automatically get a zero.

No calculator is needed for the exam.  Do NOT bring one.

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EXAM COVERAGE:

The exam will cover the course material in the folder test2_material in mordor.

The main emphasis of the exam will be on the lecture notes in the following files:

01_backshift.pdf (in folder 13)
01_arima_nonstationary.pdf (in folder 14)
01_iowa_nonfarm_differencing_remarks.pdf (in folder 15)
01_seasonal_models.pdf (in folder 17)
04_seasonal_acf_pacf_examples_plots.pdf (in folder 17)
05_seasonal_acf_pacf_remarks.pdf (in folder 17)
06_seasonal_differencing.pdf (in folder 17)
10_proc_arima_notation_for_seasonal_models.pdf (in folder 17)
01_forecasting.pdf (in folder 18)
07_souvenir_forecasting_remarks.pdf (in folder 18)
08_regr_arma_errors.pdf (in folder 18)
14_behavior_of_long_range_forecasts.pdf (in folder 18)
15_forecast_variance_derivation.pdf (in folder 18)
20_invertibility.pdf

But you can also expect questions similar to those on the homework or questions requiring the interpretation of SAS output or relating to the examples and other material discussed in lecture.

A few items were not discussed and will not be covered on the exam.  They have been placed in folders with the name "not_covered".  

You will NOT be asked to write any SAS code, but you should understand all the SAS output that we discussed in class, and be familiar with the SAS syntax for specifying ARIMA and seasonal ARIMA models used in the IDENTIFY and ESTIMATE statements.

The format of the exam will be similar to the past exams posted in mordor.  The exam will consist mainly of multiple choice questions, but may also contain short answer (fill in the blank) questions.