Register for Training

Class size is small and content tailored to fit participants’ interests. The teaching approach is interactive, with discussion of practical concepts coupled with working through examples of model selection, estimation, and forecasting with illustrative macroeconomic and financial datasets.

Breakfast, lunch, and coffee will be provided throughout.

For more information please contact:
Pete Ungberg
Product Manager
Phone: +1 212 986 9300
E-mail: [email protected]

Agenda

Session 1: Bootcamp Part 1

• Introduction to R

Session 2: Bootcamp Part 2

• Dataframes
• R packages
• Visualization with GGPlot2 and data analysis

Session 3: Univariate Models Part 1

• Data transformations
• Introduction to time series data
• Overview of univariate modeling
• Estimating ARIMA models

Session 4: Univariate Models Part 2

• Forecasting with ARIMA models
• Non-stationarity and trending data
• Unit root tests

Session 5: Vector Autoregressions

• Overview of vector autoregressions
• Estimating VAR models
• Grander causality
• Impulse response functions
• Forecasting with VAR models

Session 6: Cointegration and error-correction models

• Overview of cointegration
• Engle-Granger test
• Estimating VECM models

Course Goals

• Proficiency working in the R environment
• Manipulating data
• Leveraging the Haver R connection
• Working with time-series data
• Estimating, evaluating, and forecasting ARIMA models
• Understanding the concept of non-stationarity and testing for unit roots
• Estimating autoregressions, granger causality tests, and impulse response functions
• Understanding the concept of cointegration and testing using the Enger-Granger test
• Estimating and forecasting with vector error correction models

Cancellation Policy

Cancellations received prior to two full business days before the date of the seminar will be honored. For cancellations received after the two day deadline but before the date of the seminar, the full fee less $150 will be converted to a transferable, nonrefundable credit to be applied toward a future seminar. Any credits issued must be used within one year. If notification of cancellation is not received prior to the first day of the seminar the full fee is payable.

Note: Colleague substitution permitted with no penalty.

or call +1 212 986 9300 or email Pete Ungberg