Analyzing multivariate time series and modeling volatility using R and EViews

Course Content

Day 1    Introduction to Multivariate Time Series, VAR Model, Granger Causality
Day 2    Impulse Response Analysis, Forecast Error Variance Decomposition, Cointegration
Day 3    VEC Model, Volatility Clustering
Day 4    Modeling ARCH effects, Leverage effect

Payments can be made online in favor of the Institute of Applied Statistics, Sri Lanka, or by remitting the course fee to the People's Bank Account No. 086100130008638 at the Thimbirigasyaya Branch and sending remittance advice by email to IASSL secretariat ([email protected])