Sumários
Lecture 19
28 Abril 2023, 11:00 • Nuno Sobreira
Seasonal ARIMA models. Motivating and discussing the structure of the model and the application of Box-Jenkins methodology. Some examples
Lecture 18
24 Abril 2023, 09:30 • Nuno Sobreira
ARIMA modelling with seasonal adjustments. Examples in R. Forecasting with ARIMA models
Lecture 17
21 Abril 2023, 11:00 • Nuno Sobreira
Complete Box-Jenkins methodology from tentative identification to forecasting: further examples. The Hyndman-Khandakar algorithm detailed.
Lecture 16
17 Abril 2023, 09:30 • Nuno Sobreira
Estimation of ARMA models. Main diagnostic checking tools to assess if the model is adequate to describe well the dynamics of a given time series. Forecasting with ARIMA models. Applications in R.
Lecture 15
14 Abril 2023, 11:00 • Nuno Sobreira
Deriving the main properties of AR, MA and ARMA models. Relationship with Box-Jenkins methodology. Examples in R.