Sumários
ACF, PACF, MA and AR processes
3 Março 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Wold and AR(|infty) decompositions
conditions for causality/stationarity and invertibility
AR(p) and MA(q) processes
ACF and PACF
24 Fevereiro 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato
ACF and PACF
Ergodicity for the mean and the autocovariances
Bartlett's formula
Wold representation
Backwards shift and differencing operators
Introduction to Time Series
17 Fevereiro 2022, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Time series and stochastic processes
Stationary time series
ACF and PACF
White noise