Our web based Financial Time Series Analysis with EViews course provides a complete introduction to time series modelling and forecasting with EViews. It provides a good and practical understating of the best performing univariate and multivariate time series models used in financial applications and strong background in forecasting.
The course runs from 10.00am - 2.00pm (EST Time)
The course provides a comprehensive introduction to financial time series analysis and forecasting based on EViews, the most powerful and user friendly time series econometric software. Taking a “learning-by-doing” approach, we aim to present the most relevant univariate and multivariate financial time series models employing plenty of financial data examples and a constant stream of challenging exercises. The course specifically focuses on forecasting methodologies in financial econometrics. Participants leave with the know-how on a wide range of models, such as ARMA,GARCH,VEC, VECM and the ability to identify which one to use for a specific modelling and forecasting purpose.
The course is intentionally flexible. The agenda emerges dynamically and depends on the group’s prior background and knowledge of EViews. By the end of the course, all participants will feel comfortable undertaking the following tasks:
80% practical; 20% theory
Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Appendix C and Chapters 2 and 3 )
Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Chapters 9, 12, 13,14 )
Basic knowledge of hypothesis testing is needed.
Basic knowledge of EViews is helpful. Basic understanding of regression anlysis is helpful.