Time Series Analysis has wide applicability in economic and financial fields but also to geophysics, oceanography, atmospheric science, astronomy, engineering, among many other fields of practice. This course will illustrate time series analysis using many applications from these fields. This course offers an introduction to commonly used time series models along with detailed implementation of the models within real data examples using the R statistical software.
At the end of this course, participants will learn to:
Widely used time series models such as univariate ARMA/ARIMA modelling, (G)ARCH modeling, and VAR model
Fundamental grounding in the use of some widely used tools, but much of the energy of the course is focus on individual investigation and learning.
Implementation of time series models using the R statistical software
Introduction to basic concepts of time series analysis
Introduction to the ARMA Modeling and its extension, including illustration with data examples
Introduction to most popular multivariate time series model, the VAR model, with data examples
Introduction to GARCH modeling for heteroscedasticity, with data examples
Overview of the time series models introduced in this course along with brief description of other time series methods
Participants should be reasonably proficient in English. Applicants must live up to Indepth Research Services (IRES) admission criteria.
The instructor led trainings are delivered using a blended learning approach and comprises of presentations, guided sessions of practical exercise, web based tutorials and group work. Our facilitators are seasoned industry experts with years of experience, working as professional 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 Services (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
Accommodation and airport pickup are arranged upon request. For reservations contact the Training Officer.
IRES has a firm belief that every organization has a unique purpose only they can fulfil in this world. We work with you in organizing your resources to exploit opportunities so that you can fulfil your purpose and realize full potential.