FenixEdu
Login
Time Series
pt
en
Chapter 4 - non-stationary time series models. Unit root tests
Anexos
Chapter 4 - Nonstationary time series models. Unit root tests (PDF)
3M.WF1
ibov.wf1
IPCA_expec.wf1
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Ver Mais
Chapter 1 - Introduction to time series analysis
Chapter 2 - Stationary time series models. ARMA models
List of exercises
Chapter 3 - Box-Jenkins methodology
Chapter 4 - non-stationary time series models. Unit root tests
Chapter 5 - Forecasting with ARIMA models
Chapter 7 - Volatility time series models: ARCH and GARCH models
Previous exams
Chapter 8 - Exponential Smooting Methods
Chapter 6 - Seasonality and SARIMA models
Final exams 2016
Syllabus Time Series