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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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Home
Objectives
Program
Assessment Process
Bibliography
Details
Announcements
Planning
Summaries
Schedule
Shifts
Assessment
Groups
More
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)
Assessment
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