Lecture 23

20 Maio 2022, 09:30 • Nuno Sobreira

Chapter 10 - Dynamic regression models. Final overview of the course

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Lecture 22

16 Maio 2022, 09:30 • Nuno Sobreira

Chapter 9 - ARIMA models. Seasonal ARIMA models. 

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Lecture 21

13 Maio 2022, 09:30 • Nuno Sobreira

Chapter 9 - ARIMA models. Diagnostic checking of the residuals. The Hyndman-Khandakar algorithm. Forecasting with ARIMA models.

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Lecture 20

9 Maio 2022, 09:30 • Nuno Sobreira

Chapter 9 - ARIMA models. How to choose the number of first differences and seasonal first differences. Selecting MA and AR orders by the Box-Jenkins methodology

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Lecture 19

6 Maio 2022, 09:30 • Nuno Sobreira

Chapter 9 - ARIMA models. Introduction to ARIMA models. How to check if a time series is stationary or not? How to obtain stationary time series? 

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