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)