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Virtual time Series Data Analysis

Course Content

  1. Introduction to time series analysis and key features of economic time series
  2. Issues of using OLS with time series data: Non-Stationarity and Unit Root testing
  3. Univariate time series analysis: Autoregressive & Moving Average Processes
  4. Univariate time series analysis: Estimation, hypothesis testing and model selection
  5. Seasonality
  6. Forecasting
  7. Practical applications of Box Jenkins methodology, seasonality and forecasting using EViews
  8. Multivariate time series analysis: Foundations of Cointegration Analysis
  9. Multivariate analysis: Vector Autoregressive Models
  10. Advanced topics in time series analysis: Fractional integration, fractional cointegration, frequency domain and long memory processes

Course Schedule

  • Date:5th October – 9th October 2020
  • Days:Monday – Friday
  • Time:9:00 AM – 1:00 PM

Facilitators

  • Robert Mudida
  • Helen Osiolo
  • Rogers Ochenge

Registration Fees

  • Discounted fee: KSH. 20,000 (USD 200)

The registration fee covers attendance, training materials and certificate. All participants will have access to Stata 15 during the entire training period.

To register visit: https://bit.ly/3c9oL7q

Mode of Payment

MPesa

  • Business Number: 168633
  • Account Number: 990202208700

Bank Deposit

Name: Strathmore University
Bank: STANDARD CHARTERED BANK
Account Number & Currency:
0102044844000 (KES)
8702044844000 (USD)
Branch: Karen
Branch code: 075
Bank code: 02
Swift Code: SCBLKENX

Inquiries

Please contact: crae@strathmore.edu or Cynthia Ng’otwa at cngotwa@strathmore.edu or call 0723965739
During office hours (9.00 AM to 5.00 PM Monday to Friday)

Download Poster

 

Date

Start
October 5, 2020 @ 9:00 am
End
October 9, 2020 @ 1:00 pm

Location

Zoom
Kenya

Organizer

Strathmore Institute of Mathematical Sciences (SIMS)
Website
View Organizer Website
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