Sumários
ARIMA models - 3
8 Março 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA
3. Stationary and integrated linear time series models
3.4 Autoregressive models (conclusion): partial autocorrelation function
3.5 Moving average models: stationarity and invertibility; ACF and PACF; MA(1) and MA(2) processes
ARIMA models -2
6 Março 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA
3. Stationary and integrated linear time series models
3.4 Autoregressive models: stationarity conditions, autocorrelation function (ACF) and partial autocorrelation function (PACF); AR(1) and AR(2) processes
ARIMA models -1
4 Março 2013, 08:00 • ANTÓNIO DA ASCENSÃO COSTA
3. Stationary and integrated linear time series models
3.1 Stationary and non stationary time series
3.2 Second-order stationarity: autocovariance and autocorrelation functions
3.3 White noise process and the general linear process
Exponential smoothing -3
1 Março 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA
Exponential smoothing in Eviews: examples and practical issues.
Other exercises.
Exponential smoothing -2
27 Fevereiro 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA
2. EWMA forecasting methods
2.2 Holt-Winters: linear and damped trends; seasonals
2.3 Practical issues: initializing and parameter estimation