Sumários
seasonality
15 Abril 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Deterministic and stochastic seasonality
SARIMA models
Equivalence between SARIMA models and ARIMA models with restrictions.
Estimation with ITSM
Exercises and HW discussion
3 Abril 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Test Solution
Exercises and HW discussion
Unit roots
1 Abril 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Concepts of under-differencing and over-differencing
Stochastic and deterministic trends
Unit roots and root tests - ADF tests
Nonstationarity and ARIMA
25 Março 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato
Types of nonstationarity
Transformations for stationarity: differencing and Box-Cox
Integration and ARIMA models