Sumários
Seasonal stationary ARMA models
17 Outubro 2018, 11:30 • Kamil Feridun Turkman
definition and characteristics of SARMA models
exercies
16 Outubro 2018, 13:00 • Kamil Feridun Turkman
continuation of exercises on ARAM models with the aid of ITSM
ARMA models
16 Outubro 2018, 11:30 • Kamil Feridun Turkman
derivation of autocorrelation and partial autocorrelation fucntions of ARMA modles
exercies
10 Outubro 2018, 13:00 • Kamil Feridun Turkman
simulation and estimation of autocorrelation and partial autocorrelation functions of various ARMA models in ITSM software
stationary linear time series
10 Outubro 2018, 11:30 • Kamil Feridun Turkman
derivation of the autocorrelation and partial autocorrelation functions for AR(p) models. Yule Wlaker equations