Sumários
Lecture 2
18 Setembro 2024, 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
11 Setembro 2024, 18:00 • Gabriel Zsurkis
Course Presentation. Explaining AOL and individual report necessary to achieve. Ethics LG. Introduction to Multiple Time Series Analysis.