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Time Series
2 Semestre 2020/2021
pt
en
Chapter 4 - non-stationary time series models. Unit Root tests
!label.attachments!
Chapter 4 - Nonstationary time series models. Unit root testsR.pdf
chapter4lecture_tsibble.R
expect.txt
IPCA.txt
3M.txt
ibov.txt
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Chapter 1 - Introduction to time series analysis
Chapter 2 - ARMA models
List of exercises
Previous exams
Chapter 3 - Box-Jenkins methodology
Chapter 4 - Non-stationary time series models. Unit Root tests
Chapter 5 - Forecasting with ARIMA models
Chapter 6 - Seasonality. SARIMA models
Previous exams
Chapter 7 - Volatility time series models
Final Exams 2021