Sumários

Test + Box-Jenkins metodology

7 Abril 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Test 2


Model identification, diagnostic checking, selection criteria

Tests for the whitness of residuals

AIC and SIC and measures of fit

MSPE, MAPE and other measures of forecasting accuracy

Forecasting + Seasonality

31 Março 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Forecasting with MA representation

Sasonality modeling with SARIMA models

Unit Roots

24 Março 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato

AR-MA duality

Unit roots: concept and ADF tests

Nonstationary time series

17 Março 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Nonstationarity in levels and in variability

Box-Cox transformation

Test 1 + MA and ARMA models

10 Março 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato

MA and ARMA models

ACF and PACF 
AR and MA representations
conditions for invertibility and stationarity/causality