Course Content
- Introduction to time series analysis and key features of economic time series
- Issues of using OLS with time series data: Non-Stationarity and Unit Root testing
- Univariate time series analysis: Autoregressive & Moving Average Processes
- Univariate time series analysis: Estimation, hypothesis testing and model selection
- Seasonality
- Forecasting
- Practical applications of Box Jenkins methodology, seasonality and forecasting using EViews
- Multivariate time series analysis: Foundations of Cointegration Analysis
- Multivariate analysis: Vector Autoregressive Models
- 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)
