The course will show how economic and financial time series can be modeled and analyzed. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details. Statistical modeling will be demonstrated using the Stata Software and participants will be given the opportunity to use Stata in class. Statistical modeling will be demonstrated using the Stata Software.

DURATION

5 Days

WHO SHOULD ATTEND?

Participants are expected to have attended the previous course on Data Management, Graphics and Statistical analysis using Stata or to be familiar with Stata software.

OBJECTIVES

Understand the definitions, features and objectives of time series modeling.
Understand descriptive analysis of time series, plots, aggregation, smoothing and regression techniques.
Understand and conduct periodic regression and ARIMA modeling using stationary time series.
Using ARIMA modeling (Box & Jenkins), understand and use auto-correlation functions and partial auto-correlation functions to study how much an observation at a given time is related to observation at previous lags.

TOPICS TO BE COVERED

Introduction
Stationary time series
Unobserved components and signal extraction.
Time Series Models
ARIMA models
Structural time series models
Explanatory variables and intervention analysis
State space models and the Kalman filter.
Signal extraction.

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Tailor-Made Training

This training can also be customized for your institution upon request to a minimum of 4 participants. You can have it delivered in our training center or at a convenient location.

How to participate

Tailors make your course.

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Frequently asked Questions (FAQ’s)

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For further inquiries, please contact us on Tel: +254 715 077 817, +254 (020) 211 3814, +254 731240802, +254 735331020.

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Indepth Research Services (IRES) is a global institutional capacity building, technical and management consultancy firm with its head office in Nairobi, Kenya.

IRES offers technical and management consultancy services as well as education and training services designed for individuals’ and groups from organizations working in public, not for profit and private sectors.

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Time Management