Sumários
Lecture 14
10 Abril 2023, 09:30 • Nuno Sobreira
Chapter 9 - ARIMA models. Seasonal differencing. Box-Jenkins methodology: identifying p, d and q.
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.
Lecture 12
27 Março 2023, 09:30 • Nuno Sobreira
Chapter 9 - ARIMA models. Reasoning behind the ARIMA statistical framework. Introduction to ARIMA models.
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.
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.