Exercises

24 Abril 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Examples and Exercises on Arima modelling using software.

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Forecasting with Arima models - 1

17 Abril 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

      4. Forecasting

4.1    Minimum MSE forecasts for ARIMA models and forecast error variance

4.2    Eventual forecast function profiles of ARIMA models 

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Exercises

10 Abril 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Exercises on Arima modelling and apllications.

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Exercises

3 Abril 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Exercises on ARIMA modelling.

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Model building -3

22 Março 2013, 11:00 • ANTÓNIO DA ASCENSÃO COSTA

5. Model building 5.3 Model diagnostics: parameter evaluation; tests on residuals 5.4 Model selection criteria and the principle of parsimony

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