Sumários
Stationary processes and autocorrelation
23 Setembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato
Stationary processes
ACF and PACF functions
White noise
Wold representation
Introduction
16 Setembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato
Introduction to the course
Definition and examples of time series - most notable characteristics of economic time series
Stochastic processes definition, stationarity
Autocovariance and autocorrelation