Basic Time Series Analysis

March 5, 2019

Schedule:
05/03/2019 04:00 Am – 06:00 Am MYT
06/03/2019 04:00 Am – 06:00 Am MYT

  • Date arithmetic and time series functions.
  • Time series graphs in EViews.
  • Basic time series statistical analysis.
  • Univariate time series: Unit Root tests, Variance Ratio tests and the BDS Independence Test.
  • Moving average and exponential smoothing
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