model selection

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

ARMA model selection

model selection for forecasting

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ARMA model selection

30 Outubro 2018, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Box-Jenkins methodology

ARMA model estimation and comparison

AIC and SIC criteria

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Review and model estimation with EViews

25 Outubro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

ARMA and Seasonal ARMA model estimation with EViews

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Review and model estimation with EViews

23 Outubro 2018, 18:00 • Nuno Paulo De Sousa Arrobas Crato

ARMA model estimation with EViews

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MA and AR models

18 Outubro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

Nonseasonal MA and AR models

Seasonality in ARIMA models

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