Box Jenkins: estimation (Maximum likelihood) and diagnostic checking

24 Março 2014, 08:00 • Nuno Sobreira

Box Jenkins: estimation (Maximum likelihood) and diagnostic checking

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Box Jenkins Methodology: Tentative identification in practice. Estimation: method of moments and maximum likelihood

20 Março 2014, 11:30 • Nuno Sobreira

Box Jenkins Methodology: Tentative identification in practice. Estimation: method of moments and maximum likelihood

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The AR and MA representation of the ARMA(1,1) model. Box Jenkins Methodology: tentative identification

18 Março 2014, 11:30 • Nuno Sobreira

The AR and MA representation of the ARMA(1,1) model. Box Jenkins Methodology: tentative identification

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Duality between AR and MA processes. Invertibility conditions. Properties of general ARMA models

13 Março 2014, 11:30 • Nuno Sobreira

Duality between AR and MA processes. Invertibility conditions. Properties of general ARMA models

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The Partial Autocorrelation Function (PACF). Stationary conditions for autoregressive processes: proof and implications

11 Março 2014, 11:30 • Nuno Sobreira

The Partial Autocorrelation Function (PACF). Stationary conditions for autoregressive processes: proof and implications

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