Lecture 17

23 Março 2026, 08:00 • Nuno Sobreira

Difference-stationary processes and trend-stationary processes. Representation of different non-stationary processes and examples. Applications in R.

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Lecture 16

18 Março 2026, 08:00 • Nuno Sobreira

Chapter 4 - The spurious regression problem. Introduction to trend-stationary and difference-stationary processes. Applications in R.

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Lecture 15

16 Março 2026, 08:00 • Nuno Sobreira

Summarizing the Box-Jenkins methodology. Model refinement and model-selection criteria. The HK (auto.arima) algorithm. 

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Lecture 14

11 Março 2026, 08:00 • Nuno Sobreira

Maximum Likelihood Estimation of ARIMA models. Model diagnostic checking of ARIMA models based on the residuals

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Lecture 13

9 Março 2026, 08:00 • Nuno Sobreira

Estimation methods of ARIMA models. Detailed discussion on the Method of Moments and Maximum Likelihood.

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