Material pedagógico

Anexos

• Lecture 1
• Lecture 2
• Exame 2014
• Exame de Recurso 2014
• Exame 2013
• Lectures 3, 4, 5, 6 and 7 - Linear Time Series Models
• Eviews Database
• Solutions - Linear Models
• Lectures 8, 9, 10, 11 and 12 - Volatility models
• Solutions - Volatility models
• Trabalho de Séries Temporais - Bruno N
• Paper - Modelação do PSI20
• Paper - Forecast Water Demand