Macro-Econometric Modeling and Forecasting Using E-Views Course

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We are proud to offer this course in a variety of training formats to suit your needs. We use the highest quality learning facilities to make sure your experience is as comfortable as possible. Our face to face calendar allows you to choose any classroom course of your choice to be delivered at any venue of your choice - offering you the ultimate in convenience and value for money.

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Contact Us on (+254) 715 077 817 / (+254) 792 516 000 or email us [email protected].

I Want To See More Dates...

Unfortunately, we do not have any dates scheduled at this time. Do you have a date in mind when you would like to take your training?

Request Custom Schedule

Contact Us on (+254) 715 077 817 / (+254) 792 516 000 or email us [email protected].


Macro-econometric modeling and forecasting course is designed to provide participants with a comprehensive understanding of the principles and techniques involved in analyzing and forecasting macroeconomic variables.


10 Days

Who Should Attend?

  • Econometricians
  • Financial Analysts
  • Policy Makers
  • Researchers and Analyst

Course Level:

Course Objectives

At the end of this IRES training course, participants will learn:

  1. Understand the principles of macroeconomic analysis and its relationship with econometric modeling.
  2. Develop proficiency in using EViews software for econometric analysis and forecasting.
  3. Gain knowledge of different types of econometric models used in macroeconomics, such as ARIMA, VAR, and VECM.
  4. Learn techniques for data collection, cleaning, and preparation for econometric analysis.
  5. Acquire skills in model specification, including choosing appropriate variables and model selection criteria.
  6. Understand estimation techniques for econometric models and interpret the results.
  7. Learn to diagnose and address common issues in econometric models, such as heteroscedasticity and autocorrelation.
  8. Develop proficiency in time series analysis and forecasting methods using EViews.
  9. Gain insights into policy analysis and simulation using macro-econometric models.
  10. Explore advanced topics in macro-econometric modeling, such as multivariate time series analysis and handling structural breaks.

Course Outline

Module 1: Introduction to Macro-Econometric Modeling

  • Overview of macroeconomics and econometric modeling
  • Introduction to EViews software and its features for econometric analysis

Module 2: Data Collection and Preparation

  • Gathering macroeconomic data from various sources
  • Data cleaning, handling missing values, and transforming variables

Module 3: Time Series Analysis

  • Review of basic time series concepts and techniques
  • Identification of trends, seasonality, and stationarity
  • Time series decomposition and modeling

Module 4: Econometric Model Specification

  • Introduction to different types of econometric models (e.g., ARIMA, VAR, VECM)
  • Model selection criteria and techniques
  • Hypothesis testing and model diagnostics

Module 5: Estimation and Inference

  • Estimation techniques for econometric models using EViews
  • Interpretation of coefficient estimates and statistical significance
  • Assessing model fit and goodness of fit measures

Module 6: Forecasting

  • Time series forecasting methods and techniques
  • Evaluating forecast accuracy and performance metrics
  • Forecasting with exogenous variables and scenario analysis

Module 7: Policy Analysis and Simulation

  • Conducting policy experiments and simulations using macro-econometric models
  • Interpreting and analyzing policy implications and outcomes

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Course Administration Details:


The instructor-led training are delivered using a blended learning approach and comprises presentations, guided sessions of practical exercise, web-based tutorials, and group work. Our facilitators are seasoned industry experts with years of experience, working as professionals and trainers in these fields.

All facilitation and course materials will be offered in English. The participants should be reasonably proficient in English.


Upon successful completion of this training, participants will be issued with an Indepth Research Institute(IRES) certificate certified by the National Industrial Training Authority (NITA).


The training will be held at IRES Training Centre. The course fee covers the course tuition, training materials, two break refreshments, and lunch.

All participants will additionally cater for their, travel expenses, visa application, insurance, and other personal expenses.


Accommodation and airport pickup are arranged upon request. For reservations contact the Training Officer.

Email:[email protected] / [email protected]


This training can also be customized to suit the needs of your institution upon request. You can have it delivered at our IRES Training Centre or at a convenient location.

For further inquiries, please contact us on Tel: +254 715 077 817 0r +250 789 621 067

Mob: +254 792516000+254 792516010   +250 789 621 067 or mail [email protected] / [email protected]


Payment should be transferred to IRES account through the bank before the course start date

Send proof of payment to [email protected] / [email protected]

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