Sumários

Lecture

23 Março 2026, 11:00 Nuno Sobreira

Introduction to ARIMA models. Checking stationarity. HWs: exercises 2 and 3


Lecture

16 Março 2026, 11:00 Nuno Sobreira

Seasonal ETS models. Model selection criteria. Choosing the ETS model by minimizing information criteria. Homework: exs. 7, 10, 11, 12


Lecture

16 Março 2026, 09:30 Nuno Sobreira

Solving the Homework.


Lecture 3

9 Fevereiro 2026, 11:00 Nuno Sobreira

Introduction to chapter 3. Different adjustments for data preparation (calendar, population, inflation, Box-Cox). Introduction to time series decompositions. Homework: exercises 10, 11 (chapter 2), exercises 1-3 (chapter 3)


Lecture 3

9 Fevereiro 2026, 09:30 Nuno Sobreira

Solving homework exercises. End of chapter 2