Univariate Time Series Analytics and Modeling with EViews

Learn EViews and Univariate Time Series Analytics and Modeling with EViews

What you'll learn
Learn Univariate Time Series Modelling
Understand and Implement Correlogram
Correlogram Analysis, Estimation Output Analysis and Interpretation
Interpretation of the ARMA Model
Requirements
Prior knowledge of Quantitative methods
Description
Eviews – Univariate Time Series Analytics and Econometrics modelling course aims to provide quantitative/econometrics modelling skills typically/specifically in Finance sector. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, and studying tests and effects. The course picks theoretical and practical datasets for econometrics/quantitative/predictive analysis. Implementations are done using Eviews software. Observations, interpretations, predictions and conclusions are explained then and there on the examples as we proceed through the training. The course also emphasizes on the regression models, and AIMS to also cover Auto-Correlation, Co-Integration and ARCH (Auto Regressive Conditional Heteroscedasticity) models
Essential skillsets – Prior knowledge of Quantitative methods and MS Office, Paint
Desired skillsets — Understanding of Data Analysis and VBA toolpack in MS Excel will be useful
The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Furthermore, the course is distributed across 4 sub-courses details of which are bulleted below, with brief description
Course Objective:
This course aims to provide econometrics/quantitative/predictive modelling skills pertaining to Finance.
Target Customers:
This course is not focused on specific set of sectors and domains because it can used by professionals across sectors. However, the list of professionals bulleted below should be able to make the best use of it.
Students
Quantitative and Econometrics Modellers, Financial markets professionals
EViews is a statistical software package designed for Windows mainly. It is used for time-series based data in the field of econometric analysis. Eviews was developed by a company called Quantitative Micro Software which now comes under IHS. The first version was launched in 1994 and since then 10 releases have been made. The latest version is 10 which was launched in June 2017. Eviews are used for general statistical analysis and econometric analysis such as cross-section and panel data analysis and also for time series data analysis and estimation thereof. Eviews combines spreadsheet and database technology and uses a Windows GUI. It can be used with a programming language as well and provides limited functionalities of object orientation.
EViews can handle data formats of several types and generally relies on the proprietary and undocumented file format for its internal data storage. Input and output data formats supported by Eviews are databank format, Excel formats such as CSV and Xls, PSPP format, SPSS format, SAS data, Stata, RATS, as well as for TSP. EViews can be connected to ODBC database sources as well.
Who this course is for:
Quantitative and Econometrics Modellers, Financial markets professionals
Students


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