Exercises and HW discussion

20 Março 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Exercises and HW discussion

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AR, MA and ARMA models

18 Março 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Autoregressive, moving average and mixed models.

Characterization of AR, MA and ARMA with the help of ACF and PACF

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No class was held due to ISEG shutdown

11 Março 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato

No class was held due to ISEG shutdown

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AR and MA representations

4 Março 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Wold representation

AR and MA representation

Computation of ACF from Wold representation

AR(1): ACF and PACF

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ACF and PACF

26 Fevereiro 2020, 10:00 • Nuno Paulo De Sousa Arrobas Crato

ACF and PACF

White noise processes

Barttlet's formula

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