Lecture 3

23 Setembro 2026, 18:00 • Gabriel Zsurkis

Forecasting with VAR Processes. Point forecasts and Interval forecasts with VAR processes

---

Lecture 2

16 Setembro 2026, 18:00 • Gabriel Zsurkis

Main properties of Vector Autoregressive Processes. The Wold Decomposition. Stationarity and Stability Conditions for VAR Processes. Mean, Variance, Autocovariance and Autocorrelation Functions. The Yule Walker Equations

---

Lecture 1

9 Setembro 2026, 18:00 • Gabriel Zsurkis

Course Presentation. Explaining AOL and individual report necessary to achieve. Ethics LG. Introduction to Multiple Time Series Analysis.

---