Introdution to forecasting

27 Setembro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

 Presentation of the syllabus and the class rules.

Introduction to time series: trends, cycles, seasonality

Forecasting: error and horizon, stationarity, transformations

Autocorrelation and partial autocorrelation.

Univariate and multivariate data.

Forecast horizon. Reference to loss functions

 

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stationarity and stationary transformations

25 Setembro 2018, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Autocorrelation and partial autocorrelation. Univariate and multivariate data. Forecast horizon. Reference to loss functions

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Review and model estimation with EViews

20 Setembro 2018, 19:30 • Nuno Paulo De Sousa Arrobas Crato

ARMA model estimation with EViews

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Introdution to forecasting

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

Presentation of the syllabus and the class rules.

Introduction to time series: trends, cycles, seasonality

Forecasting: error and horizon, stationarity, transformations

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