About this course
Develops practical skills in EViews for analysing economic and financial time series. Delegates learn workfiles and data handling, transformations and seasonal adjustment, descriptive statistics and graphs, regression and diagnostic testing, unit root tests, ARIMA forecasting, VAR models and cointegration with error correction. All exercises use macroeconomic and financial data similar to what delegates handle at work.
Why this course
Central banks and finance ministries rely on time series analysis for inflation, exchange rate and revenue work, and EViews is widely used for this. Staff who can use the software correctly avoid common errors such as spurious regressions and produce faster, more reliable analysis for policy briefings.
What delegates will be able to do
By the end of the course, delegates will be able to
- Create EViews workfiles and import, transform and seasonally adjust time series data
- Estimate regression models and run standard diagnostic tests
- Test series for unit roots and choose the correct modelling approach
- Build ARIMA models and produce short-term forecasts
- Estimate VAR and vector error correction models and interpret impulse responses
Who should attend
Economists, research officers, financial analysts and statisticians in central banks, ministries of finance, revenue authorities and research institutes. Delegates should know basic statistics and regression, prior EViews use is not required.
How it is delivered
Hands-on computer sessions in EViews, with step-by-step demonstrations followed by exercises on central bank and national accounts time series. It is available as a public course, in-house at your premises, or as live virtual sessions. Duration and dates are confirmed in your quote, and in-house groups can have the examples and exercises fitted to their organisation.