MA and AR models

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

nonseasonal MA and AR models

---

MA Models

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

WN processes and MA Models

---

Moving Average Models

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

White noise and Moving Average

Wold decomposition theorem

Invertibility of a MA process

ACF and PACF of MA(q) processes

---

Exponential smoothing

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

Classical decomposition (additive) - MA smoothing

Simple exponential, Holt and Holt-Winters (additive) 

---

Exponential smoothing

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

Classical decomposition (additive) - MA smoothing

Simple exponential, Holt and Holt-Winters (additive) 

---