Time series with Eviews This one day course gives delegates a hands-on approach to running ARMA models and volatility models for univariate time series.
Delegates should have taken a course in basic statistics at some point (see notes below);
Familiarity with Windows is assumed – saving, opening files; creating folders.
Some experience with Eviews
Dates TBC, subject to there being at least 4 delegates attending. Morning session and afternoon session. Time TBC Venue Central London venue (UK) Materials The course is based on the course text provided on the day. Refreshments and lunch are included in the fee. Numbers The number of delegates is capped at 10, and there is at least one trainer. This is enough for each delegate to receive individual help throughout the day. PC equipment Delegates bring their own laptops with Eviews version 6 or 7 loaded Delegates are encouraged to bring a time series data set for analysis. Fee 400GBP 200GBP for full-time students
Course details This is a one day course on how to build ARMA models and volatility models for univariate time series. This course is particularly useful for economists and those who work in finance. Prerequisites Know the concepts of: random variable, descriptive statistics, correlation, conditional and unconditional expectation of a variable, estimator and estimate, idea of hypothesis testing.
Course content ARMA models ACF and PACF descriptive plots Identification of AR and MA models Diagnostic checking Box-Jenkins model building methodology Forecasting with ARMA models Evaluating forecasts
Volatility models ARCH models Basic ARCH models Extensions to ARCH Forecasting volatility Item in italics denotes conceptual material. Everything else is hands-on.
FAQ I did statistics a long time ago. Will I be able to keep up? If you have done statistics in the past, it is likely you will be able to cope. You may do some reading beforehand. Note this is not a course for people who have had no prior exposure to any formal course in statistics.
How is the training delivered? For each topic, we cover the concepts in a non-algebraic way; a demonstration which delegates mimic; exercises to practise the technique using the package.
What version of Eviews should I have installed. Have one of versions 6 or 7 installed. We shall use version 6.
What does the fee cover? The fee covers:
instruction room hire course manual, which includes solutions for the exercises refreshments and lunch
Do you provide training on weekends? We can run courses on a Saturday if there is demand Do you provide in-house training? We can bring the course to your organisation. All you have to do is provide the PCs, delegates, and a data projector.