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Workshop on Time Series Modeling

By: Centre for Public Service Productivity and Development

Lagos State, Nigeria

13 - 15 Dec, 2022  3 days

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NGN 165,000

Get 5.00% off

Venue: Lagos

Econometric modeling has become a major tool in empirical study. Time series econometric as one of the main tools has enabled economist and other social scientists to analyse and explain various socio-economic issues in time dimension. A problem which applied economists encounter in almost all economic time-series applications is the presence of unit roots in the data.

This workshop is designed to equip participants with knowledge and skills in time series modelling.

Learning Objectives

At the end of the workshop, participants will be able to:

  • Discuss concept of time series analysis;
  • Use univariate and multivariate time series models for policy decisions;
  • Apply E-views and Stata for macroeconomic and financial Time series modelling and forecasting; and
  • Perform relevant diagnostic tests

Programme Content

  • Introduction to Time Series analysis and modelling
  • Regression analysis and relaxing the assumption of CLRM
  • Application of E-views and Stata
  • ARIMA Models and the Box-Jenkins Methodology
  • Multivariate Time series Models
  • Unit ROOTS, Stationarity, Cointegration and error Correction Models
  • Modelling the variance: The ARCH and GARCH Models.

Methodology

Lecture, exercises and hands-on. Audio-visual aids will be used to enhance learning.

Note:

Every participant is expected to come with a laptop pre-installed with a recent version of the instructional software (E-views, SPSS, Grelt and Stata).

Target Audience

Researchers, Econometricians, Academics and analyst in all fields of economic applications, including business management, financial markets, socioeconomics and health, development economics, public finance and tax policy, as well as international trade and finance from public and private sectors.

Mode of Assessment for Certification: 100 percent attendance/active participation.

Lagos Dec 13 - 15 Dec, 2022
NGN 165,000.00(The program fees covers tuition, Course Materials, Tea/Coffee Break, Lunch, Bag, Certificate of participation and administration)
(Convert Currency)

Dr Chris Egbu +2348023194131

Organizations sponsoring two staff will get 10% discount, Three - Five will get 15% discount, Six - Ten will get 20% discount and Payment before two weeks to event date attracts 5% discount. You can also consider the option of having this training in-house or online at 40% discount and 5 free e-books
CeProd

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