Sumários
Time Series Foundations
3 Fevereiro 2026, 13:30 • Paulo Manuel Marques Rodrigues
- Definition
of time series and dependence over time.
- Stationarity
(strict vs weak).
- Autocorrelation
function (ACF) and correlogram.
- Models:
Autoregressive Model, Moving Average Model, ARMA Model.
- Identification
via ACF/PACF patterns.
- R exercises: simulate and visualize processes.
Course Overview and OLS Refresher
27 Janeiro 2026, 13:30 • Paulo Manuel Marques Rodrigues
- Course structure, evaluation, and expectations.
- Review of Ordinary Least Squares: assumptions (linearity, exogeneity, no perfect multicollinearity, homoskedasticity).
- Interpretation of coefficients, bias vs consistency, Gauss–Markov theorem.
- Common issues: omitted variable bias, measurement error.
- Transition: why time series violates standard OLS assumptions.