Introduction to Time Series Models using R

Time Series modeling is core of the economic and financial forecasting. The course provides an extensive introduction to the advanced time series models used in Economic and Financial Analysis and forecasting. The course introduces the use of R and provides a detailed theoretical background with real world modeling examples from different fields of studies. The course is basically provided on personal choice of selection from the offered broad topics and can be register for different durations. It will be offered online on a digital whiteboard, showing all mathematical explanations where needed, recorded for downloading and future use.

Objectives:

·         Provide detailed theoretical background on time series methods

·         Provide extensive examples of using R for time series modeling

·         Provide practical introduction to time series modeling

·         Provide simple guides to write time series estimation for publishing research

Contents:

·         Time Series Data

·         Correlation & Regression

·         Forecasting Strategies

·         Basic Stochastic Models

·         Stationary and Non-stationary Models

·         Long-Memory Processes

·         Spectral Analysis

·         System Identification

·         Multivariate Models

·         State Space Models

Outcomes:

·         Learn theories and development in time series methods

·         Learn to use time series methods in practice

·         Learn to use R for time series methods

·         Develop modeling skills in R

·         Learn to present estimation results for publication and research

Audience

The course is developed for the following groups:

1.      MS/PhD Students in Economics, Finance, Statistics and Other Social Sciences

2.      Academic Researchers of Universities and Colleges

3.      Researchers of R&D and Policy Research Organizations

4.      Research Officers of NPO and Social Organizations

5.      Consultants, Trainers And Policy Analysts

6.      Management, Executives of Marketing and Social Research Organizations

Registration

Please fill the registration on http://elearning.aneconomist.com and mention RTSM in course field on the form. Registration is open on rolling basis until all places are confirmed. *** All registered participants will be provided original copy of an eBook on Time Series directly from the Publisher/Seller website.

Fees

The course fee is £479.

15% discount will be available for registration in groups of size up to 5 participants. Groups of higher than 5 registrations will be discounted by 20% for each participant. Payments are accepted online via different channels including Payza, Moneybookers/Skrill, and Payoneer. Alternative medium of payment can be request via email.

Supporting Material

The learning materials include EBooks, example data in of MS Excel or CSV, reading materials and related documents and related lecture materials will be provided in form of PDF in addition to above eBook on time series.

Certification

There is an Exam/Assignment passing which will entitle you to receive a PASS certificate of the course mentioning your name, studied topics, assignment title and grades. Hard Copy of the Certificate will be mailed via courier to any destination across the world. If you do not need to request your certificate in paper, no charges are applicable. Soft/Scanned copies will be provided free of cost via email and downloadable from the course portal on your account.