An Introduction to Time Series Analysis and Forecasting with Stata
TBA
Cass Business School, 106 Bunhill Row, London EC1Y 8TZ, UK
Course Description
Course Programme
Request an Enrolment Form Now
Terms and Conditions
Stata Software
Timberlake Consultants Ltd, the UK distributor of Stata, invite you to attend a four days course covering the use of Time Series Analyses with Stata 10, the well known statistical software package software package developed by StataCorp (USA).
The Course - This course provides an introduction to Time Series Analysis and Forecasting with Stata. The course assumes little mathematical background on the part of the participants. It teaches theory, modeling, programming, and interpretation of the major time series models, along with interesting applications to business and risk analysis in finance on a Windows based platform. The course shows how to apply these techniques to real-life social science, economic, business, financial, and medical data, with many examples on the reporting and interpreting of the results. Participants are welcome to bring their own data.
Who should attend - The course, given in English, is aimed at students, researchers, and forecasters interested in
Mathematical Background Required
Helpful but not required background
Advantages - The course will
The Principal Lecturer – Dr Robert A. Yaffee.
Robert A. Yaffee, Ph.D., is currently a research professor at New York University, and from 1989 until spring 2004 served as a senior research/statistical consultant with New York University’s Academic Computing Services. Dr. Yaffee is an author of a forthcoming textbook entitled An Introduction to Forecasting Time Series using Stata (expected publication date Winter 2006). He is also an author of a recent textbook An Introduction to Time Series Analysis and Forecasting with Applications of SAS and SPSS (Academic Press, 2000).
Cost - The cost of the course is:
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Organization Type
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1st Participant
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2+ Participants
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Commercial
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£1,600+VAT=£1,880.00
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£1,450+VAT=£1,703.75
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Academic
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£1,100+VAT=£1,292.50
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£1,100+VAT=£1,292.50
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The cost includes course materials, all lunch and refreshments and the use of computers. The number of delegates is restricted. Please register early to guarantee your place. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department.
Payment can be made by cheque, bank transfer or credit/debit card (a surcharge of 2% applies to credit card payments only. There is no charge for debit card payments).
Day 1 Morning
8.30am coffee and Registration
9.00am
1.Basic Time Series Analysis Concepts
10:30am Break
2. Time Series Setup with Stata
12:00 noon - 1:30 pm Lunch
Day 1 Afternoon 1:30
3. Stationarity
4. Autocorrelation
2:30-2:45pm Break
5. Moving averages
4:00pm
6. Hands-On Experience and Programming practice
Day 2 - Session begins at 9:00am
1. ARIMA modeling
10:30am Break
2. Seasonal ARIMA models
12:00 noon - 1:30pm Lunch
Day 2: Afternoon 1:30- 2:30pm
2:30-2:45pm Break
3. Forecasting Evaluation
4.Forecasting Graphics
3:00-5:50pm
5. Hands on ARIMA modeling and forecasting
Day 3 Session begins at 9:00am
1. Intervention (Impact) Analysis
2. Outliers
3. Intervention modeling with Arimacheck
4. Hands-on programming
12:00 noon -1:30pm Lunch
Day 3: Afternoon
Transfer Function/Impulse Response Function Analysis
2:30-2:45pm Break
4:00-5:00pm
Q and A
Hands on programming
Day 4: Session begins at 9.00am
Autoregressive Error Models
10:30-10:45am Break
Q and A
Hands-on programming
Robust time series analysis
12:00- 1:30pm Lunch
GARCH models: Theory and programming
2:30-2:45pm Break
Recapitulation
Q and A
Hands-on programming
5:00pm - End
Terms and Conditions
Registration closes 3 calendar days prior to the start of the course. After registering, you are liable for the payment of the fee unless you cancel your registration. Cancellation rules are listed below.
Cancellations: