Sumários
Class 19 - Simple indices
24 Novembro 2022, 09:30 • André Coelho
1. Simple index numbers
1.1 Idea, advantages and definition
1.2 Types of simple indices
1.3 Quantity and price
1.4 Fixed base and chained indices
1.5 Properties
1.6 Examples and exercises
Class 18 - Time series components
22 Novembro 2022, 11:00 • André Coelho
1. Time series components and the business cycle
1.1 Characterization: volatility, persistency, timing, direction
1.2 Components: trend, cycle, seasonality, error
1.3 Examples and applications for Portugal and the US
2. Time series: further change rates
2.2 Chain changes, year-on-year changes and year-on-year cumulative changes
Class 17 - Time series data
17 Novembro 2022, 09:30 • André Coelho
1. Average change rate (Compounded annual growth rate)
- Derivation
- Examples and applications
- Exercises
Class 16 - Time series data
15 Novembro 2022, 11:00 • André Coelho
1. Motivation
2. Data structure
3. Absolute and relative changes
- Absolute changes
- Mean absolute changes
- Relative changes
4. Average rate of change
- Computation
Class 15 - Association between variables (4)
10 Novembro 2022, 09:30 • André Coelho
1. (Introduction to) statistical inference - conclusion
1.1 Simple linear regression model (SLM)
1.1.1 Regression equation
1.1.2 OLS estimators graphical intuition
1.1.3 Introductory analysis of variance
1.1.4 Examples and exercises
1.1.5 (Appendix) Analytical derivation of OLS estimators in SLM
1.1.6 (Appendix) Goodness of fit and further analysis of variance
1.2 Examples, applications and exercises