Sumários

TP10 - Time Series Analysis and Forecasting (part 2)

12 Novembro 2024, 14:00 Luís Silveira Santos

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


TP09 - Correlation and Regression (part 5)

7 Novembro 2024, 09:30 Luís Silveira Santos

Multiple Linear Regression Model: exercise using EViews. 



TP09 - Correlation and Regression (part 5). Time Series Analysis and Forecasting (part 1)

5 Novembro 2024, 14:00 Luís Silveira Santos

Multiple Linear Regression Model: exercise using EViews. 

Time Series Analysis and Forecasting: introduction and general features (trend, cycle, seasonality, noise, volatility and stationarity).


TP08 - Correlation and Regression (part 4)

31 Outubro 2024, 09:30 Luís Silveira Santos

Multiple Linear Regression Model: statistical inference (conclusion), adjusted R-squared, testing and correcting for heteroskedasticity and autocorrelation, detecting and correcting for multicollinearity, testing for functional form misspecification.


TP08 - Correlation and Regression (part 4)

29 Outubro 2024, 14:00 Luís Silveira Santos

Multiple Linear Regression Model: statistical inference (conclusion), adjusted R-squared, testing and correcting for heteroskedasticity and autocorrelation, detecting and correcting for multicollinearity, testing for functional form misspecification.