Lecture 14

10 Abril 2023, 09:30 • Nuno Sobreira

Chapter 9 - ARIMA models. Seasonal differencing. Box-Jenkins methodology: identifying p, d and q. 

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Lecture 13

31 Março 2023, 11:00 • Nuno Sobreira

Chapter 9 - ARIMA models. Introduction to ARIMA models. Studying the stationarity properties by time series plot, correlogram and unit root testing procedures.

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Lecture 12

27 Março 2023, 09:30 • Nuno Sobreira

Chapter 9 - ARIMA models. Reasoning behind the ARIMA statistical framework. Introduction to ARIMA models. 

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Lecture 11

24 Março 2023, 11:00 • Nuno Sobreira

ETS with a seasonal components. The statistical approach to ETS models. Estimating ETS models. Model selection criteria. Details about the ETS() function in R.

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Lecture 10

20 Março 2023, 09:30 • Nuno Sobreira

Chapter 8 - Exponential Smoothing Methods: Models with trend and seasonality. Estimation, diagnostic checking of the residuals and forecasting with ETS. Applications in R within the fpp3 package.

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