Model building - 5

2 Maio 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Forecasts and forecasting performance evaluation in model selection.

5.      Model building

5.5    Interventions, outliers and explanatory variables

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Model building - 4

30 Abril 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

5.      Model building

5.4    Model selection criteria and the principle of parsimony

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Model building - 3

23 Abril 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

5.      Model building

5.2    Model estimation: notes on estimation methods

5.3    Model diagnostics: parameter evaluation; tests on residuals

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Model building - 2

18 Abril 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

5. Model building

5.1 Model identification: using sample ACF and PACF to choose a model

Examples.

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Model building - 1

16 Abril 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

5.      Model building

       5.1  Model identification: producing stationarity (in variance and in the mean)

        Examples.

 

 

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