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Time Series
2 Semestre 2015/2016
pt
en
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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