Online, Italy

Time Series Modelling and Forecasting Using Stata

Time Series data is today available for a wide range of several phenomena in Business, Finance, Economics, Public Health, the Political and Social Sciences. The aim of TStat Training’s Times Series Modelling and Forecasting Course is therefore, to provide researchers and professionals with the standard tool kit required for the analysis of time series data in Stata. As such the program has been developed to offer an overview of the most commonly used methods for analysing, modelling and forecasting the dynamic behaviour of time series data, offering practical examples of empirical modelling using real-world data. The course begins with an introduction to Stata’s basic time series commands, before moving onto the analysis of time series features and to univariate time series models. Sessions 3 and 4 instead focus on the estimation of both multivariate time series models with stationary and nonstationary data and univariate models of volatility.
In common with TStat’s training philosophy, throughout the course theory and methods are illustrated in an intuitive way and are complemented by practical exercises undertaken in Stata, during which the course tutor discusses and highlights potential pitfalls and the advantages of individual techniques. Particular attention is also given to both the interpretation and presentation of empirical results. In this manner, the course leader is able to bridge the “often difficult” gap between theory and practice of time series modelling and forecasting.
Upon completion, it is expected that participants are able to autonomously implement the statistical methods discussed during the course to their own data, customizing when necessary, the Stata do-file routines specifically developed for the course.

Target group

Researchers and professionals working in financial institutions, policy institutions, research departments of utilities, governments, corporations, Ph.D and Master students in economics, finance, engineering needing to learn the time series methods.

Course aim

The aim of TStat Training’s Times Series Modelling and Forecasting Course is, to provide researchers and professionals with the standard tool kit required for the analysis of time series data in Stata.

Fee info

EUR 0: Students*: € 710.00
Ph.D Students: € 910.00
University: € 1010.00
Commercial: € 1345.00
*To be eligible for student prices, participants must provide proof of their full-time student status for the current academic year. Our standard policy is to provide all full-time students, be they Undergraduates or Masters students, access to student participation rates. Part-time master and doctoral students who are also currently employed will however, be allocated academic status.
Fees are subject to VAT (applied at the current Italian rate of 22%). Under current EU fiscal regulations, VAT will not however applied to companies, Institutions or Universities providing a valid tax registration number.