Sumários
MA Processes
8 Outubro 2019, 18:00 • Nuno Paulo De Sousa Arrobas Crato
White noise processes
MA(1), MA(2), and MA(q) processes: characterization, ACF and PACF
Forecasting MA(q) processes
Identification of MA(q) processes
ACF and PACF functions
1 Outubro 2019, 18:00 • Nuno Paulo De Sousa Arrobas Crato
Linear processes
ACf and PACF functions
MA(q) processes
Introduction to Linear Time Series Models: Stationarity, ACF and PACF
26 Setembro 2019, 19:30 • Jorge Caiado
Introduction to Linear Time Series Models: Stationarity, ACF and PACF
Stationarity and autocorrelation
24 Setembro 2019, 18:00 • Nuno Paulo De Sousa Arrobas Crato
Summary of the previous lecture
Decomposition of time series
Stationary time series
Stationarity in mean and autocovariance
Stationarizing transformations