Lecture 2

17 Setembro 2025, 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

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Lecture 1

10 Setembro 2025, 18:00 • Gabriel Zsurkis

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

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