Time Series Analysis and Forecasting: ARIMA models (conclusion), estimation, testing, model selection, forecasting.

Topics on SARMA and SARIMA models. Topics on ARCH models.

Solved previous exams.

Time Series Analysis and Forecasting: ARIMA models (conclusion), estimation, testing, model selection, forecasting.

Topics on SARMA and SARIMA models. Topics on ARCH models.

Solved previous exams.

Time Series Analysis and Forecasting: ARMA and ARIMA models

Time Series Analysis and Forecasting: ARMA and ARIMA models

Time Series Analysis and Forecasting: models for trending time series, treatment of seasonality, conditions for stationarity, autocorrelation and partial autocorrelation functions, AR models