ARMA

27 Março 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

AR and MA duality

ARMA models

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AR and MA processes

20 Março 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

AR, MA, and duality

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ACF and ACGF

13 Março 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Autocovariance generating function

ACF of AR and MA processes

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Stationary processes

6 Março 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Stationary processes: definitions of stationarity

ACF and PACF

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Class will meet March 29 at the usual room: F2-102

27 Fevereiro 2019, 10:00 • Nuno Paulo De Sousa Arrobas Crato

Class will meet March 29

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