Sumários

Unit root tests: additional examples. Forecasting with ARIMA models

10 Novembro 2014, 19:30 Nuno Sobreira

Unit root tests: additional examples. Forecasting with ARIMA models


Non stationary time series models. Unit root tests

5 Novembro 2014, 18:00 Nuno Sobreira

Non stationary time series models. Unit root tests


Non stationary time series models. Unit root tests

3 Novembro 2014, 19:30 Nuno Sobreira

Non stationary time series models. Unit root tests


Box-Jenkins methodology. Spurious regression problem

29 Outubro 2014, 18:00 Nuno Sobreira

Box-Jenkins methodology. Spurious regression problem


Box-Jenkins methodology. Nonstationarity: spurious regression, difference stationary and trend stationary processes.

27 Outubro 2014, 19:30 Nuno Sobreira

Box-Jenkins methodology. Nonstationarity: spurious regression, difference stationary and trend stationary processes.