FenixEdu
Login
Time Series
2 Semestre 2014/2015
pt
en
Sumários
Chapter 1: Introduction to time series analysis
18 Fevereiro 2015, 09:30
•
Nuno Sobreira
Chapter 1: Introduction to time series analysis
«
1
2
3
4
5
6
»
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Ver Mais
Syllabus Time Series
Chapter 1: Introduction to time series
Chapter 2: ARMA models
List of exercises
Chapter 3: Box-Jenkins methodology
Chapter 4: Nonstationary time series models. Unit root tests
Chapter 5: Forecasting with ARIMA models
Previous exams
Chapter 6: Seasonality and SARIMA models (OPTIONAL, NOT REQUIRED FOR THE EXAM)
Chapter 7: GARCH models
Final exams 2015