Lecture 13

15 Março 2023, 08:00 • Nuno Sobreira

Chapter 3 - Box Jenkins Methodology: Diagnostic checking of the residuals. Definite identification based on Information Criteria

---

Lecture 12

13 Março 2023, 08:00 • Nuno Sobreira

Chapter 3 - Box-Jenkins methodology. Revision of the the tentative identification step. Model estimation: method of moments and maximum likelihood. Introduction to model diagnostics.

---

Lecture 11

10 Março 2023, 09:30 • Nuno Sobreira

Chapter 3 - Box-Jenkins methodology. Introduction to Box-Jenkins methodology. Tentative identification. Several functionalities and "shortcuts" in fpp3 package to implement BJ.

---

Lecture 10

8 Março 2023, 08:00 • Nuno Sobreira

Properties of mixed processes (both p and q > 0). Summary of chapter 2. Introduction to chapter 3 - Box-Jenkins methodology.

---

Lecture 9

6 Março 2023, 08:00 • Nuno Sobreira

Proving the stationarity conditions for stationary AR(p) processes where p is of general order. The MA representation of general AR processes. Invertibility conditions for MA processes. The AR representation of invertible MA processes.

---