30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
This course space end date is set to 29.05.2019 Search Courses: 30E00800
Lecture 15 (Tuesday 23.4.2019)
Completion requirements
Forecasting with Conditional Heteroscdedasticy models (ARCH, GARCH etc., Brooks, Chapter 8)
Seasonality and Dummy variables (Brooks, Chapter 9.3)
Some clarifications and small corrections (shown in red) were added to the Dummy slides (attached) on 28.4.2019, 11:20 pm.
Some remarks about estimation of ARMA and CH models (e.g. MLE,, Chapter 8)
See also Brooks' slides
https://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch8_slides.ppt
https://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch9_slides.ppt