Sumários
Exercises
24 Abril 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA
Examples and Exercises on Arima modelling using software.
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
Exercises
10 Abril 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA
Exercises on Arima modelling and apllications.
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