Time Series (2 º Sem 2019/2020)

CA (Actuarial Science)


On completion of this course, the student should be able to:
- Recognize and understand the main econometric models used in the analysis of time series.
- Understand the theoretical reasoning which led to the development of the most important univariate and multivariate models.
- Be familiar with the use of econometric software to carry out time series analysis.
- Develop critical thinking about empirical work with time series data.
- Be able to develop a forecasting study of different sets of variables and formulate statistical hypotheses of interest. Understand the limitations of the econometric methodology applied in the study