Trends and forecasting

22 novembro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

Forecasting with ARIMA models

Deterministic and stochastic trends

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Unit roots and forecasting

20 novembro 2018, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Forecasting and unit roots detection

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Forecasting evaluation

15 novembro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

Out-of-sample forecast evaluation criteria: MSE, MAE, and MAPE.

Deterministic trends

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Trends

13 novembro 2018, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Difference stationary and determinist trend models

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Error in forecasting

8 novembro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

Error criteria and erros measures

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