Forecasting Methods (2 º Sem 2008/2009)
ECO , FIN , GES , MAEG , CA (9ª Edição)
Program
- Introduction to forecasting methods: time series decomposition; moving average methods; calendar effects and seasonal adjustment, exponential smoothing methods.
- Forecasting models for univariate time series: ARMA models; SARMA models; ARIMA models; SARIMA models; identification; estimation; diagnostic checking; forecasting.
- Combining forecasts
- Applications with EViews software
- Forecasting models for univariate time series: ARMA models; SARMA models; ARIMA models; SARIMA models; identification; estimation; diagnostic checking; forecasting.
- Combining forecasts
- Applications with EViews software