Sumários

statioanry time series

2 Outubro 2018, 11:30 Kamil Feridun Turkman

Estimation of mean, autocorrelation and partial autocorrelation functions 


exercises

26 Setembro 2018, 13:00 Kamil Feridun Turkman

 Simulation of stationary and nonstationary time series in ITSM. display of auto correlation and partial auto correlation fucntions in ITSM


Fundamentals of time series

26 Setembro 2018, 11:30 Kamil Feridun Turkman

Discrete and continuous time time series, mean, variance, autocovariance, partial auto covariance functions.

The concept of weakly stationary time series


some exercises on nrmal random variables

25 Setembro 2018, 13:00 Kamil Feridun Turkman

Revision on Multivariate normal distrubution and its characteristics 


Fundamentals of time series

25 Setembro 2018, 11:30 Kamil Feridun Turkman

Definition of a time series, mean variance and covariance fucntions.