Sumários
Lecture 23
20 Maio 2022, 09:30 • Nuno Sobreira
Chapter 10 - Dynamic regression models. Final overview of the course
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.
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
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?