Bruno Ferreira

Notes: These are personal class notes, not necessarily cohesive, not necessarily structured, and — most importantly — not necessarily accurate! Please check the sources, and feel free to point out any errors via email!

Primeiras 4 Aulas

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O que veremos, ao longo co curso:

• Arima, Sarima
• MLTables, STL
• …

Previsão x Descrição x Diagnóstico

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Normal: $\text{Cov}\iff \text{Ind}$ No geral: $\text{Ind}\Rightarrow \text{Cov}$

AR(1)

Passeio Aleatório

Tendencia Linear

Estacionariade Fraca

Segunda Semana

Box-Pierce e Ljung-Box