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Chapter 1 - Introduction to time series analysis
Chapter 2 - ARMA models
Chapter 3 - Box-Jenkins methodology
Chapter 4 - Non-stationary time series models. Unit root tests.
Chapter 5 - Forecasting with ARIMA models
Exercises
Syllabus
Chapter 6 - SARIMA models
Time Series with R
Chapter 7 - Volatility time series models. GARCH models
Final exams 2019
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Início
Objetivos
Linhas Programáticas
Método de Avaliação
Bibliografia
Corrente
Anúncios
Planeamento
Sumários
Horário
Turnos
Avaliação
Agrupamentos
Ver Mais
Chapter 1 - Introduction to time series analysis
Chapter 2 - ARMA models
Chapter 3 - Box-Jenkins methodology
Chapter 4 - Non-stationary time series models. Unit root tests.
Chapter 5 - Forecasting with ARIMA models
Exercises
Syllabus
Chapter 6 - SARIMA models
Time Series with R
Chapter 7 - Volatility time series models. GARCH models
Final exams 2019
Time Series
(2 º Sem 2018/2019)
CA (Actuarial Science)
Chapter 6 - SARIMA models
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Topic 6 - Seasonality and SARIMA models
(Topic 6 - Seasonality and SARIMA models.pdf, 9,4MB)
