Advanced Training on EViews:
As mentioned in course objective, Eviews – 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
- CFA’s and Equity Research professionals
Pre-Requisites:
Detailed in course description below, prior knowledge of Quantitative Methods AND Econometrics techniques, MS Office and Paint is desired.
For any query give a miss call:
08587999769
Section 1 Introduction
1 Univariate Time Series Modelling
2 Example of Univariate Time Series Modelling
3 Understanding and Implementing Correlogram
Section 2 Correlogram Analysis
4 Correlogram Analysis
5 Correlogram Analysis Continues
6 Estimation Output Analysis and Interpretation
Section 3 Interpretation of the ARMA Model
7 Interpretation of the ARMA Model
8 Interpretation of the ARMA Model Continues
Section 4 Correlogram, Estimation of Output and ARMA Model
9 Correlogram Estimation of Output Model
10 Correlogram Estimation of ARMA Model
11 More on ARMA Model
12 Correlogram and Estimation Output for ARMA Model
Section 5 Basic Theory Multivariate Modelling
13 Need of Multivariate Modelling
14 Basic Theory Multivariate Modelling
15 Generating Estimation Outputs
16 Generating Estimation Outputs Continues
17 Interpretations of Estimation Output
18 Interpretations Cost Of Debt
19 Scatter Plots Example
20 Indices and Commodities
21 Estimations Outputs
22 Interpretations and Scatter Plots
23 Generating Estimation Outputs Example 3
24 More on GE Outputs Example 3
25 Interpretations of Example 3
26 Interpretations of Example 3 Continues
27 Durbin Watson
28 Durbin Watson Continues
29 Residual Diagnostics
30 DW Analysis
31 Estimation output and DW interpretations
