Time-Series Analysis & Forecasting with EViews
Date: 9-11 July, 2012
Location: Centre for Economic Analysis (CEA@Cass), Cass Business School, 106 Bunhill Row, London, EC1Y 8TZ, UK
Level: Introductory / Intermediate
Course Duration: 3-days
Delivered By: Dr Lorenzo Trapani, Cass Business School, London
Course Overview
Modelling and forecasting time-series data are often very challenging tasks. Parameter instability, model uncertainty, complex dynamics, unobserved variables, uncertainty regarding the stationarity of time-series as well as trend-like variables and over-fitting are some of the issues that can lead to poor model specification and low forecast accuracy.This specialised course provides an in-depth exposition of all major issues a model builder needs to be aware of when dealing with time-series data, reviews several methodologies (traditional and modern) that have been proven very useful in analysing and forecasting time-series data and demonstrate them using real life data in EViews. The course aims to teach the science as well as the art (to the degree that it is feasible) of time-series modelling and forecasting.
Topics Include
| Dynamic Models | Forecast Design and Evaluation |
|
ARIMA Models |
Structural Stability |
| State Space and Unobserved Component Models | Predictive Failure |
|
VAR Analysis |
Multi-model Forecasts & Model Averaging |
|
Error Correction Models |
Who should attend?
The course is designed for applied economist and econometricians who are required to use time-series methods for analysis and forecasting and have some experience with econometrics.
Prerequisites
A good understanding of statistics and regression analysis and work experience with econometrics. Familiarity with EViews fundamentals is highly advantageous.
Cost (per participant)
| Early Registrations | Late Registrations |
|
| Commercial/Government | £840.00 | £1,050.00 |
| Academic/Non-Profit Research | £600.00 | £750.00 |
| Student | £405.00 | £450.00 |
- All costs exclude local taxes, where applicable.
- Late Registrations - Registrations made within 6-weeks before the start of the course.
- 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, lunch, refreshments and the use of computers.
The number of delegates is restricted. Register early to guarantee your place. If you need assistance in locating hotel accommodation in the area, please notify us at the time of booking.
Terms and Conditions
Registration closes 5-calendar days prior to the start of the course.Cancellations
- 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.
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