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Time Series Analysis Using R

INTRODUCTION

Time Series Analysis has wide applicability in economic and financial fields but also to geophysics, oceanography, atmospheric science, astronomy, engineering, among many other fields of practice. This course will illustrate time series analysis using many applications from these fields. This course offers an introduction to commonly used time series models along with detailed implementation of the models within real data examples using the R statistical software.

 

DURATION

5 days

OBJECTIVES

At the end of this course, participants will learn to:

  • Widely used time series models such as univariate ARMA/ARIMA modelling, (G)ARCH modeling, and VAR model
  • Fundamental grounding in the use of some widely used tools, but much of the energy of the course is focus on individual investigation and learning.
  • Implementation of time series models using the R statistical software

TOPICS COVERED

  1. Introduction to basic concepts of time series analysis
  2. Introduction to the ARMA Modeling and its extension, including illustration with data examples
  3. Introduction to most popular multivariate time series model, the VAR model, with data examples
  4. Introduction to GARCH modeling for heteroscedasticity, with data examples
  5. Overview of the time series models introduced in this course along with brief description of other time series methods

 REQUIREMENTS

Participants should be reasonably proficient in English. Applicants must live up to Indepth Research Services (IRES) admission criteria.

METHODOLOGY

The instructor led trainings are delivered using a blended learning approach and comprises of presentations, guided sessions of practical exercise, web based tutorials and group work. Our facilitators are seasoned industry experts with years of experience, working as professional and trainers in these fields.

All facilitation and course materials will be offered in English. The participants should be reasonably proficient in English.

ACCREDITATION

Upon successful completion of this training, participants will be issued with an Indepth Research Servithces (IRES) certificate.

TRAINING VENUE

The training is residential and will be held at IRES Training Centre. The course fee covers the course tuition, training materials, two break refreshments, lunch, and study visits.

All participants will additionally cater for their, travel expenses, visa application, insurance, and other personal expenses.

ACCOMMODATION

Accommodation is arranged upon request. For reservations contact the Training Officer.

Email:This email address is being protected from spambots. You need JavaScript enabled to view it..  

Mob: +254 715 077 817

Tel: 020 211 3814

TAILOR- MADE

This training can also be customized for your institution upon request to a minimum of 4 participants. You can have it delivered in our training centre or at a convenient location.

For further inquiries, please contact us on Tel: +254 715 077 817, +254 (020) 211 3814 or mailThis email address is being protected from spambots. You need JavaScript enabled to view it.

PAYMENT

Payment should be transferred to IRES account through bank on or before C.O.B 5th August 2019.

Send proof of payment to This email address is being protected from spambots. You need JavaScript enabled to view it.

CANCELLATION POLICY

Payment for the all courses includes a registration fee, which is non-refundable, and equals 15% of the total sum of the course fee.

1.     Participants may cancel attendance 14 days or more prior to the training commencement date.

2.     No refunds will be made 14 days or less to the training commencement date. However, participants who are unable to attend may opt to attend a similar training at a later date, or send a substitute participant provided the participation criteria have been met.

Please Note: The program content shown here is for guidance purposes only. Our continuous course improvement process may lead to changes in topics and course structure.

Event Properties

Event Duration 5 Days
Event Date 12-08-2019
Event End Date 16-08-2019
Cut off date 05-08-2019
Individual Price(Kenyan) KES 69,000
Individual Price (International) EUR 790
Individual Price(International in Dollars) USD 920
Location Nairobi, Kenya
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