David A. Dickey

Ph.D. in Statistics from Iowa State University, 1976.

1. Selected Publications (HTML), Resume: (postscript, pdf, WORD, 2 pg. in WORD) and Citation Counts
2. Links to course home pages
   • Graduate Level Methods:_St 512 web pages
   • Applied Least Squares:__.St 708 web pages
   • Applied Time Series:____.St 730 web pages
   • Theoretical Time Series:__St 782 web pages
   • Design of Experiments:___St 711 web pages (notes)
   • St 610-A and resulting graphs ( 1, 2, 3, 4 )
   • St 610-G
   • Institute for Advanced Analytics
     • Time Series
     • Data Mining I & II
     • Design of Experiments
   • St 610-N Data Analysis
   • Genetics Summer Institute
   • Time Series course in Barcelona
   • Advanced Analytics Institute
   • Time Series workshop in Ottawa & Richmond
   • Mixed Models workshop in Savannah
3. Rare papers
4. ISU Dissertation on Unit Roots (1976)
   • Part 1
   • Part 2
5. Prof. M. Dickey, Chemical Engineering
   • explaining shape shifting antenna
6. Faculty member - NCSU Institute for Advanced Analytics
   Associate faculty member - Economics
   Faculty member - NCSU Financial Math Program
7. Organizational Notes
8. SAS code and powerpoints from presentations
9. photos---
   • Austin 4/15/05 (1, 2, 3)
   • Susan's Wedding (08, 2009) (1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17) -----(or here)------>
   • Aliyah (1) ,(2) ,(3) ,(4) , (5) ,(6) , (7) , (8) , (9) ,(10) , (11)
     • & : Grandma (1) ,(2) ,(3) ,(4) ,(5) ,(6) ,(7)
     • Grandpa (1) ,(2) ,(3) ,(4) ,(5) ,(6)
     • Aunt Susan (1) , (2) , (3) , (4)
   • Emerson (1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
   • Olymic Natl. Pk. 08/06 (1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
   • Beach etc. (1, ,2 ,3 ,4 ,5 ,6 ,7 ,8 ,9 ,10 ,11 ,12)
   • Financial math program photo
   • SAS Global Forum (04/2007, Disneyworld) (1, 2, 3, 4, 5, 6, 7, 8, 9)
   • Barcelona Time Series Course (06/2007) (1, 2, 3, 4)
   • JSM 2007
   • Drs. M.& K. Dickey (Harvard, 2007 1, 2, 3, 4)
   • SAS Global Forum (2008, San Antonio) (1, 2, 3, 4, 5)
   • Time Series Workshop Ottawa (04/2008) (1, 2, 3, 4, 5, 6)
   • Extension Award Banquet (04/2008) (1, 2)
   • Forecasting Conference 2008(04/2008) (1)
   • JSM Denver (Rocky Mts.) (1, 2, 3, 4, 5)
   • Students (1 ,2 ,3)
   • Denmark 2008 (1 ,2 ,3)
   • Korea (06, 2009)
   • Time Series workshop in Toronto (1, 2, 3, 4, 5)
   • Forecasting Conference Cary 2009 (1, 2, 3, 4, 5)
   • Mu Sigma Rho Banquet 2010
   • Graduation, Analytics Institute 2010
   • with Chun-Ju
   • JSM 2010 ( 1, 2 )

Research Interests:
My research work is in the area of time series, dealing with data taken over time. Specifically, Dr. Wayne Fuller and I have developed a "Unit Root Test" to see if a series is stationary . Stationarity means that the series fluctuates around some fixed mean so that if it is high at some point, it tends to eventually move down and if low, it tends to move up. Besides obvious applications in deciding how forecastable the stock market is, this testing can be applied to other series like the ratio of short to long term treasury bill interest rates. This ratio should be fairly stable in an open economy so that a rise in one rate should be accompanied by a rise in the other.