Lecture 12

4 Março 2026, 08:00 • Nuno Sobreira

The tentative identification stage of the Box-Jenkins methodology. Applications in R. Estimating ARIMA models in R based on the fpp3 ecosystem 

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Lecture 11

2 Março 2026, 08:00 • Nuno Sobreira

Properties of Mixed Processes. Introduction to chapter 3. The Box-Jenkins methodology

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Lecture 9

25 Fevereiro 2026, 08:00 • Nuno Sobreira

Stationarity and invertibility. The MA representation of pure AR processes. The AR representation of pure MA processes.

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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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