Sumários

exercises on transformations

23 Outubro 2019, 13:00 Kamil Feridun Turkman

exercises on Box-Cox transformtion and the difference operator


Non-stationary linear models

23 Outubro 2019, 11:30 Kamil Feridun Turkman

Box-Cox transformation and the difference operators


exercises on SARMA models

22 Outubro 2019, 13:00 Kamil Feridun Turkman

Simulation and identification of multilicative SARMA models


Multiplicative stationary SARMNA models and their properties

22 Outubro 2019, 11:30 Kamil Feridun Turkman

The construction of seasonal  multiplicative  SARMA models and theior second order moments


some exercises on seasonal ARMA models

16 Outubro 2019, 13:00 Kamil Feridun Turkman

simulation of seasonal stationary ARMA models and estimation of their second order moments using software