Time Series (2 º Sem 2019/2020)

CA (Actuarial Science)

Método de Avaliação

Lectures will be theoretical and practical, starting on main empirical patterns found in time series as a basis to present statistical methods and models used to represent it. Core mathematical models for time series will be presented in a constructive way, but practical relevance of different models in terms of time series behavioural patterns and on the nature of implied forecast functions will also be strengthened. Using available software, models and modelling strategies will be applied on real time series data with emphasis in critical analysis as a function of purposes.
Students will be assessed based on a final exam (60%) and a practical computational test (40%) using R