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 

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Lecture 18

24 Abril 2023, 09:30 • Nuno Sobreira

ARIMA modelling with seasonal adjustments. Examples in R. Forecasting with ARIMA models

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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.

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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.

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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.

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