Co-integration Testing in EViews

This course covers theory on Cointegration concepts, and Johanssen technique, its implementation and interpretation in Eviews.

Advanced EViews #6 – Modelling Longrun Relationships – Cointegration Testing:

Eviews – Econometrics modelling course aims to provide quantitative/econometrics modelling skills typically/specifically in Finance sector. Quantitative methods and predictive modelling concepts could be extensively used in understanding the financial markets movements, and studying tests and effects. The course picks theoretical and practical datasets for econometrics/quantitative/predictive analysis. Implementations are done using Eviews software. The course employs wide variety of examples and datasets ranging from stock prices from BSE Sensex, mutual funds NAV’s, foreign exchange datasets for Pound Sterling, Swiss Franc, Australian Dollar, and commodities such as Gas, and Gold, and futures prices of Singapore Nifty

This course covers theory on Cointegration concepts, and Johanssen technique, its implementation and interpretation in Eviews.

The training will include the following:

• Theory on Cointegration testing techniques and Johanssen technique
• Implementation of Johanssen technique using Eviews
• Analysis and interpretation of Eigen values
• Examples

Target Customers:

Detailed in course description below, prior knowledge of Quantitative Methods AND Econometrics techniques, MS Office and Paint is desired.

Essential skillsets – Prior knowledge of Quantitative methods and MS Office, Paint

Desired skillsets — Understanding of Data Analysis and VBA toolpack in MS Excel will be useful

The course works across multiple software packages such as Eviews, MS Office, PDF writers, and Paint. Furthermore, the course is distributed across sub-courses details of which are bulleted below, with brief description.

Pre-Requisites:

This course is clearly focused on FINANCE sector typically financial markets, commodities and forex markets and therefore, the list of professionals bulleted below should be able to make the best use of it

Students

Quantitative and Econometrics Modellers, Financial markets professionals

CFA’s and Equity Research professionals

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