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Training Calendar

COURSE DATE:
27 April 2018 / 11 June 2018 / 30 July 2018


Our web based Introduction to Time Series Analysis with Stata course provides an introduction to most important Stata’s Time Series Commands. The course is ideal for beginner/intermediate level user who wants to learn how to analyse time-series data and estimate univariate time-series models.


Course run time: 13.00 - 17.00 (GMT)


The course is ideal for beginner/intermediate level user who wants to learn how to analyse time-series data and estimate univariate time-series models. The course is based on the textbook Financial Econometrics Using Stata by S.Boffelli and G.Urga (2016), Stata Press

Course Agenda

Summary

The course provides an introduction to most important Stata’s Time Series Commands. Taking a “learning-by-doing” approach, we aim to turn beginner/intermediate users into confident ones employing plenty of examples and a constant stream of challenging exercises. Participants leave with the know-how and courage to independently perform their own time-series analysis. The course is intentionally flexible. The agenda emerges dynamically and depends on the group’s prior background and knowledge of Stata. By the end of the course, all participants will feel comfortable undertaking the following tasks:

  • Managing time series datasets: merge, append, collapse
  • Working with time series operators (difference operators, lag operators) and with date and time functions (tsset, creating dates, creating Business Calendars…)
  • Analysing the statistical properties of time-series data: stationarity, autocorrelation, normalityProducing and interpreting time-series plots: line plots, autocorrelation and partial autocorrelation function plots
  • Performing unit root tests
  • Building and estimating ARIMA models
  • Conducting diagnostic tests to evaluate correct specification of ARIMA models
  • Forecasting with ARIMA models
  • Automating tasks with do-files

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Pre Course Reading

Principal texts for pre-course reading:

  • S. Boffelli and G. Urga (2016), Financial Econometrics Using Stata. Stata Press Publication.
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Post Course Reading

Principal texts for post-course reading:

  • S. Boffelli and G. Urga (2016), Financial Econometrics Using Stata. Stata Press Publication.

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Prerequisites

  • Basic prior knowledge of Stata is needed
  • Analytical thinking is required

For full Training Courses Terms & Conditions please click here.

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.


  •  CommercialAcademicStudent
    Online Course - 27 April 2018 (27/04/2018 - 27/04/2018)
    Online Course - 11 June 2018 (11/06/2018 - 11/06/2018)
    Online Course - 30 July 2018 (30/07/2018 - 30/07/2018)

All prices exclude VAT or local taxes where applicable.

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