Eviews EViews - Advanced

EViews - Advanced

Catalog: Eviews
Short name: EViews - Advanced
Course start date: 2024-07-02
Paystack
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Description

As mentioned in course objective, Eviews – Econometrics modelling course aims to provide quantitative/econometrics modelling skills typically/specifically in Finance sector. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, and studying tests and effects. The course picks theoretical and practical datasets for econometrics/quantitative/predictive analysis. Implementations are done using Eviews software. Observations, interpretations, predictions and conclusions are explained then and there on the examples as we proceed through the training. The course also emphasizes on the regression models, and AIMS to also cover Auto-Correlation, Co-Integration and ARCH (Auto Regressive Conditional Heteroscedasticity) models


 Essential skillsets – Prior knowledge of Quantitative methods and MS Office, Paint

 Desired skillsets — Understanding of Data Analysis and VBA toolpack in MS Excel will be usefulThe course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Furthermore, the course is distributed across 4 sub-courses details of which are bulleted below, with brief description

 Eviews and Its Application to Econometrics Modelling: This course aims to provide basic to intermediate skills on implementing Econometrics/Predictive modelling concepts using Eviews software. Whilst its important to develop understanding of econometrics/quantitative modelling concepts, its equally important to be able to implement it using suitable software packages. This course fills the gap between understanding the concepts and implementing them practically

Course Duration:-17h 03m

Sections

General
0 activities

Univariate Time Series Modelling
Example of Univariate Time Series Modelling
Understanding and Implementing Correlogram
Correlogram Analysis
Correlogram Analysis Continues
Estimation Output Analysis and Interpretation
Interpretation of the ARMA Model
Interpretation of the ARMA Model Continues
Correlogram Estimation of Output Model
Correlogram Estimation of ARMA Model
More on ARMA Model
Correlogram and Estimation Output for ARMA Model
Need of Multivariate Modelling
Basic Theory Multivariate Modelling
Generating Estimation Outputs
Generating Estimation Outputs Continues
Interpretations of Estimation Output
Interpretations Cost Of Debt
Scatter Plots Example
Indices and Commodities
Estimations Outputs
Interpretations and Scatter Plots
Generating Estimation Outputs Example 3
More on GE Outputs Example 3
Interpretations of Example 3
Interpretations of Example 3 Continues
Durbin Watson
Durbin Watson Continues
Residual Diagnostics
DW Analysis
Estimation output and DW interpretations
OLS Equation and Estimation Output
OLS Equation and Estimation Output Continue
Example of Gold and BSE Index
Example of Gold and BSE Index Continue
DW Calculated
Example of Forex and Index
Example of Forex and Index Continue
Multi Asset Analysis
Correlation Matrix
Estimation Output Interpretation
Breusch Godfrey Test
Importing Data
Steps Of Breusch
Steps Of Breusch Continue
Correlogram and LM test
Correlogram and LM test Continue
OLS Estimation Equation
Estimation Output and Correlogram
DW analysis
VAR Modelling Theory
Generating the VAR Estimates
Generating the VAR Estimates Continues
Block Significance and Impulse Response Tests
Impulse Response Tests Implementation in Eviews
Variance Decomposition
Lag Exclusion Tests and Implementation in Eviews
Interpretation of VAR Modelling
Granger Causality Tests
Interpretation of Impulse Response
More on Impulse Response
Interpretation of Variance Decomposition
Interpretation of Variance Decomposition Continues
Interpretation of VAR Models
Lag Length Criteria
Interpretation of Granger Causality Lag Execution
Interpretations of Variance Decomposition’s
VAR Modelling Lag Length Criteria
VAR Modelling Lag Length Criteria Continues
Interpretations Using Impulse Response
Theory on Stationarity and Unit Root Testing
Generating Unit Root Test Output in Eviews
Dickey Fuller test For URT
Generating Unit Roots Estimation Output
Generating Unit Roots Estimation Output Continues
Root Testing for Stock and Index
Generating and Interpreting Unit Roots
Generating and Interpreting Unit Roots Continues
Generating and Interpreting Unit Roots Intercept
Interpreting Unit Roots Trend
Example of Interpreting Unit Roots
More on Interpreting Unit Roots
Cointegration Testing Techniques
Implementing Johannes Integration Technique Using Eviews
More on Johannes Integration Technique
Johanssen Technique Theory
Johanssen Technique Theory Continues
Example of Johanssen Technique Theory
Generating and Testing Model Relationship
Outputs for Eigenvalue and Trace Tests
More on Trace Test and Eigenvalue
Generating and Testing Cointegrating Relationships
Introduction to Volatility and ARCH Modelling
Volatility and Leverage Effects
ARCH Modelling Theory
Generating ARCH Model
Testing for ARCH Effects Across Time Series
Testing ARCH Effects in Commodities
Testing ARCH Effects in Commodities Continues
Objective and Equation for ARCH Effects
Testing for other Commodities and Swiss Franc
More on other Commodities and Swiss Franc
Theory on Garch Model
Garch Model Estimation in Eviews
Generating GARCH Model
Volatility Spikes
Interpretations of GARCH Parameters
Multiaseet Analysis
GARCH Estimation Output - Swiss France
Estimation Outputs and Interpretations
More on Interpretations
Working on EGARCH Modeling
Generating EGARCH Estimation Output in Eviews
HDCAP - EGARCH Parameters
Forex Generating EGARCH Models
More on EGARCH Models
Interpretations - ARCH Effect and EGARCH Model
Interpretation of EGARCH Estimation Outputs - GBP
Interpretations of EGARCH Estimation Output of AUD
Interpretations of EGARCH Estimation Comparative Study
Swiss Franc and Gas
Swiss Franc and Gas Continues
Swiss Franc and EGARCH Model
Comparison Swiss Franc and Gas
More on Comparison Swiss Franc
Course Certificate
Secure Video
125
Certificate
1
Cost: 5000
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Course Duration:-17h 03m