Trends and forecasting

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

Forecasting with ARIMA models

Deterministic and stochastic trends

---

Unit roots and forecasting

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

Forecasting and unit roots detection

---

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

---

Trends

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

Difference stationary and determinist trend models

---

Error in forecasting

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

Error criteria and erros measures

---