Time Series Forecasting & Econometrics Modelling

Pairview Training Services
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Course description

Time Series Forecasting & Econometrics Modelling:

This course deals with econometric modelling, estimation, and testing of relationships and models for time series data with main focus on methods for handling non-stationary time series. A necessary technical background will be established throughout the course that includes introduction to stationarity and non-stationarity concepts, ARMA- and VAR-modelling, deterministic and stochastic trends, integrated and cointegrated variables, unit roots, and identification. The course also covers the importance of VAR-models for econometric modelling. The course emphasises applications concerning modelling, estimation, policy analysis and forecasting.

You will learn to…

  • Gain an understanding of basic econometric theory, terminology, estimation and test principles for time series models and data
  • Create and estimate dynamic single-equation and multi-equation models for stationary as well as non-stationary time series data
  • Interpret models as well as how they can be used for examining forecasting errors
  • Estimate and interpret the difference between long-run and short-run effects

Additional entry requirements

No specific requirements

Training for employers

This course has been specifically designed for companies training their employees.

Course info
Start Date: No future start dates currently available


London, E14 9SH, This is a distance learning course


9:30am - 5:30pm, Any time


14 hours, 2 days


Distance without attendance , Part-time


Qualification awarded by the course provider


Beginner Intermediate Advanced

From: £1,188

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