Stationary and integrated linear time series models-3

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

3.      Stationary and integrated linear time series models

3.5    Moving average models: stationarity and invertibility; ACF and PACF; MA(1) and MA(2) processes

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Stationary and integrated linear time series models -2

2 Março 2012, 11:30 • 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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Exercises and problems - 1

29 Fevereiro 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

Exercises and problems on empirical and exponential smoothing methods.

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Stationary and integrated linear time series models -1

27 Fevereiro 2012, 09:30 • 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 methods -3

24 Fevereiro 2012, 11:30 • ANTÓNIO DA ASCENSÃO COSTA

Concluding comments on exponential smoothing methods.

Exponential smoothing in Eviews.

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