Exercises and problems - 3

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

Analysis of exercises-03

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Exercises and problems - 2

14 Março 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Analysis of exercises-02

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Forecasting with ARIMA models

12 Março 2012, 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

4.3    ARIMA models for exponential smoothing methods

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Stationary and integrated linear time series models -5

9 Março 2012, 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

3.9    Modeling seasonality: ARIMA(p,d,q)(P,D,Q)s models

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Stationary and integrated linear time series models - 4

7 Março 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

3.      Stationary and integrated linear time series models

3.6    Mixed ARMA models: stationarity and invertibility; ACF and PACF; ARMA(1,1) process

3.7    Integrated processes: the random walk

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