Training Calendar

Time Series Modelling and Forecasting using EViews (Online Course)

Online Half day (14th November 2019 - 14th November 2019) EViews Intermediate, Introductory
Delivered by: Dr Malvina Marchese, Cass Business School, City – University of London


Our online Time Series Analysis with EViews course provides a complete introduction to time series modelling and forecasting with EViews. It provides a practical understating of a wide range of time series models used in various fields including macroeconomics and financial applications and strong background in forecasting.

The course runs from 13.00 - 16.00 (UK Time) / 17:00 - 20:00 (UAE Time)


The course provides a comprehensive introduction to 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 time series models employing plenty of financial and macroeconomic data examples and a constant stream of challenging exercises.

The course specifically focuses on forecasting methodologies in macroeconometrics and financial econometrics. Participants leave with the know-how on a wide range of models, such as ARMA, ADL, GARCH, 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:

  • Time series data analysis (mean reversion, memory, stationarity, trends and unit roots)
  • ARMA and ADL models (specification, estimation, diagnostic checking)
  • GARCH models (specification, estimation, diagnostic checking)
  • Advanced GARCH modelling ( EGARCH, TARCH, GARCH-X)
  • Forecasting with ARMA, ADL and GARCH models
  • Assessing the forecasting performance of univariate time series models
  • Long memory time series models (ARFIMA)

Learning Ratio

80% practical; 20% theory

Principal texts for pre-course reading:

Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Appendix C and Chapters 2 and 3 )

Principal texts for post-course reading:

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 analysis is helpful.

Terms & Conditions

  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials that will be posted to you prior to the start of the course.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course.
  • Payment of course fees required prior to the course start date.
  • Registration closes 1-day prior to the start of the course.
  •  CommercialAcademicStudent
    3-hour online course (14/11/2019 - 14/11/2019)

All prices exclude VAT or local taxes where applicable.

* Required Fields

Post your comment

Timberlake Consultants