Skip to content Skip to footer

Analyzing multivariate time series and modeling volatility using R and EViews

Learning Outcomes: At the completion of this course students will be able to * Derive models to describe the behavior of multivariate time series. *Describe the cointegration among several time series variables. *Derive a suitable model to forecast the volatility of a given time series.

Analyzing multivariate time series and modeling volatility using R and EViews.

Resource Person: Dr. Hasanthi Pathberiya. Senior Lecturer. Dep. of Statistics, Faculty of Applied Sciences, University of Sri Jayewardenepura, Sri Lanka.

Course Fee: LKR. 10,000/
Account No: 086100130008638
Account Name: Institute of Applied Statistics Sri Lanka
Bank: People’s Bank, Thimbirigasyaya.

(Payment should be made on or before 9th February 2024)

Course Fee

LKR. 10,000/

Teacher Of Course

Dr. Hasanthi Pathberiya.
Senior Lecturer. Dep. of Statistics,
Faculty of Applied Sciences,
University of Sri Jayewardenepura, Sri Lanka.

Information Of Course

Category

Duration Time

12th – 15th of February 2024 (4days) from 7.00pm to 10.00pm

Level

Course Features