Sumários

Seasonality

8 Abril 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato

SARIMA models

Unit Roots

1 Abril 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Underdifferencing and overdifferencing: AR and MA unit roots

ADF tests
The basic theory of forecasting stationary processes through their Wold representations

Nonstationarity

25 Março 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Difference-stationary and trend-stationary processes

ARIMA models
Variance stabilizing: Box-Cox transformation

ARMA(p,q)

18 Março 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato

ARMA processes

Test 1

MA processes

11 Março 2021, 10:00 • Nuno Paulo De Sousa Arrobas Crato

MA(q) processes, AR-MA duality