Sumários
parameter estimates
12 Novembro 2019, 13:00 • Kamil Feridun Turkman
Some exercises in parameter estimation and in particualr constrained parameter estimation for SARIMA models
parameter estimation
12 Novembro 2019, 11:30 • Kamil Feridun Turkman
General guidelines for maximum Likelihood estimation for linear time series models. Methods for obtaining intial estimates
exercises on identification
6 Novembro 2019, 13:00 • Kamil Feridun Turkman
exercises on identification of SARIMA models using ITSM
identification of models
6 Novembro 2019, 11:30 • Kamil Feridun Turkman
Elements of identification of models, theoretical acf and pacf and the empirical acf pacf. comparison of these pairs of functions
some exercises on multiplicative SARIMA models.
5 Novembro 2019, 13:00 • Kamil Feridun Turkman
Simulation of SARIMA models using the ITSM software and calcultion of their acf pacf