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

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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

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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

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Exponential smoothing -3

1 Março 2013, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Exponential smoothing in Eviews: examples and practical issues.

Other exercises.

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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 

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