Chapter 5: Forecasting in practice with EViews. Examples. Forecast intervals. The MA representation of ARMA models.

11 Maio 2015, 08:00 • Nuno Sobreira

Chapter 5: Forecasting in practice with EViews. Examples. Forecast intervals. The MA representation of ARMA models.

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Chapter 5: Forecasting with ARIMA models

6 Maio 2015, 09:30 • Nuno Sobreira

Chapter 5: Forecasting with ARIMA models

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Chapter 4: Unit root tests in practice: the choice of the deterministic components and lag length of the ADF test. Chapter 5: Introduction to forecasting. Forecasting with an AR(1) model.

4 Maio 2015, 08:00 • Nuno Sobreira

Chapter 4: Unit root tests in practice: the choice of the deterministic components and lag length of the ADF test. Chapter 5: Introduction to forecasting. Forecasting with an AR(1) model.

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Chapter 4: Unit root tests. Definition. Limitations of each statistical model. The choice of the deterministic components and the number of lagged first-differences.

29 Abril 2015, 09:30 • Nuno Sobreira

Chapter 4: Unit root tests. Definition. Limitations of each statistical model. The choice of the deterministic components and the number of lagged first-differences.

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Chapter 4: examples of difference-stationary and trend-stationary processes. Empirical examples of Random Walk and Random Walk with drift.

27 Abril 2015, 08:00 • Nuno Sobreira

Chapter 4: examples of difference-stationary and trend-stationary processes. Empirical examples of Random Walk and Random Walk with drift.

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