Model building - 2

21 Março 2013, 11:30 • ANTÓNIO DA ASCENSÃO COSTA

5.      Model building

5.1    Model identification: producing stationarity; using sample ACF and PACF (conc.)

5.2    Model estimation: notes on estimation methods

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Model building - 1

19 Março 2013, 11:30 • ANTÓNIO DA ASCENSÃO COSTA

       5.      Model building

5.1    Model identification: producing stationarity; using sample ACF and PACF

              Unit root tests (ADF)

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ARIMA models - 6

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

Exercises (file 2).

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ARIMA models -5

14 Março 2013, 11:30 • ANTÓNIO DA ASCENSÃO COSTA

3. Stationary and integrated linear time series models 3.9 Modeling seasonality: ARIMA(p,d,q)(P,D,Q)s models

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ARIMA models - 4

12 Março 2013, 11:30 • ANTÓNIO DA ASCENSÃO COSTA

3.      Stationary and integrated linear time series models

3.7    Integrated processes: the random walk

3.8    Models for non stationary time series: ARIMA(p,d,q) models

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