Lecture 8

23 Fevereiro 2026, 08:00 • Nuno Sobreira

Properties of AR processes: mean, variance, ACVF, ACF, PACF

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Lecture 7

18 Fevereiro 2026, 08:00 • Nuno Sobreira

Main properties of MA processes. Properties of the AR(1) process

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Lecture 6

11 Fevereiro 2026, 08:00 • Nuno Sobreira

Checking in R the main properties of ARMA processes. Simulating data from ARMA processes using R. Main properties of MA processes.

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Lecture 5

9 Fevereiro 2026, 08:00 • Nuno Sobreira

How to check if a time series is stationary? Theory and practice. Introduction to chapter 2.

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Lecture 4

4 Fevereiro 2026, 08:00 • Nuno Sobreira

The importance of stationarity and weak dependence for time series analysis. How to check if a time series is stationary? Theory and practice.

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