Lecture 21

9 Abril 2025, 08:00 • Nuno Sobreira

Chapter 6 - Seasonality. Seasonal ARIMA models. Pure Seasonal models.

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Lecture 20

7 Abril 2025, 08:00 • Nuno Sobreira

Chapter 5 - Forecasting with ARIMA models. Empirical applications. Comparing forecast accuracy with traditional evaluation and cross validation.

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Lecture 19

2 Abril 2025, 08:00 • Nuno Sobreira

Chapter 5 - Forecasting with ARIMA models. Obtaining the formulas for the ARIMA prediction intervals.

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Lecture 18

31 Março 2025, 08:00 • Nuno Sobreira

Chapter 5 - Forecasting with ARIMA models. Optimal forecasts with conditional expectations. Examples with AR and MA models.

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Lecture 17

26 Março 2025, 08:00 • Nuno Sobreira

For family reasons of the lecturer, there was no class in this day.

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