Sumários
P9
18 Abril 2024, 10:00 • João Nicolau
4.2 Testing for a unit root
4.2.1 Introduction
4.2.2 Dickey-Fuller Tests
4.2.3 Augmented Dickey-Fuller Tests
4.2.4 Practical Issues in Implementing the ADF test
Exercício 3
P9
17 Abril 2024, 11:30 • João Nicolau
4.2 Testing for a unit root
4.2.1 Introduction
4.2.2 Dickey-Fuller Tests
4.2.3 Augmented Dickey-Fuller Tests
4.2.4 Practical Issues in Implementing the ADF test
Exercício 3
T7
15 Abril 2024, 11:30 • João Nicolau
4 Nonstationary Processes
4.1 Examples of Nonstationary Processes
4.1.1 Trend Stationary Processes
4.1.2 Random Walk
4.1.3 Random Walk with Drift
4.1.4 Unit-Root Processes
4.1.5 Differences Between Trend Stationary and Unit Root Processes
P8
11 Abril 2024, 10:00 • João Nicolau
Exercícios 1, 2, 3, 4 e 6 (Exercício 5 diz respeito ao ponto seguinte)
P8
10 Abril 2024, 11:30 • João Nicolau
Exercícios 1, 2, 3, 4 e 6 (Exercício 5 diz respeito ao ponto seguinte)