Chapter 3: Box Jenkins methodology. Tentative identification

25 Março 2015, 08:00 • Nuno Sobreira

Chapter 3: Box Jenkins methodology. Tentative identification

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Chapter 2: The Partial Autocorrelation Function (theoretical and sample). Properties of the PACF for AR and MA models. The AR and MA representation of ARMA models: the case of the ARMA(1,1) process.

23 Março 2015, 08:00 • Nuno Sobreira

Chapter 2: The Partial Autocorrelation Function (theoretical and sample). Properties of the PACF for AR and MA models. The AR and MA representation of ARMA models: the case of the ARMA(1,1) process.

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Chapter 2: Unit roots and ARIMA models

18 Março 2015, 08:00 • Nuno Sobreira

Chapter 2: Unit roots and ARIMA models

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Chapter 2: Properties of MA and AR models (Revision).

16 Março 2015, 08:00 • Nuno Sobreira

Chapter 2: Properties of MA and AR models (Revision). 

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Chapter 2: Properties of the autoregressive processes of general order.

11 Março 2015, 09:30 • Nuno Sobreira

Chapter 2: Properties of the autoregressive processes of general order.

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