lecture

20 Outubro 2025, 09:30 • Adriana Cornea-madeira

We had the presentations of the second part of the project. We discussed about the impact of non-stationarity on testing and forecasting, and of the importance of unit root testing.

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lecture

13 Outubro 2025, 09:30 • Adriana Cornea-madeira

We discussed about conditions for stationarity and invertibility, the ACF/PACF of stationary and nonstationary ARMA processes, and simulated some ARMA processes in R looking at the ACF/PACF patterns.

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lecture

6 Outubro 2025, 09:30 • Adriana Cornea-madeira

At the beginning of the lecture we had the presentation of the first part of the project by each group representative. We then moved on introducing the ARMA models.

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lecture/tutorial

29 Setembro 2025, 09:30 • Adriana Cornea-madeira

We illustrated PCA in R, and discussed about the project. We started to discuss about ARMA models (strict/weak stationarity, Wold Theorem).

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lecture/tutorial

22 Setembro 2025, 09:30 • Adriana Cornea-madeira

We worked in R the homework on the hseinv.RData. We then discussed the trending and the seasonality, and ways to deal with them. We also introduced the PCA.

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