Early Bird Offer
Data analysis has become an integral part of any business decision today. All industries require experts who can understand the underlying dynamics of a business process. Various formats of data are dealt with by them – big data analytics, panel data, time series data and cross-sectional data. Of late, various tools and techniques have been proposed to carry out data analysis and R is one of them. The reasons which makes it popular is its ability to handle large quantity of data, flexibility in modelling and offerings of advanced algorithms. This course is focused on the time series data for financial decision making especially in industries like banks, financial services, insurance, equity analysis. Therefore, the objectives of the course are:
To expose the participants to the basics of time series data
To help them to understand the modelling requirements of time series data
To expose them to model time series data using R
To enable them to make suitable predictions
What will you learn?
Understanding distribution of time series data
Tests of normality
Autocorrelation (Box test)
Concept of white noise and random walk
AR, MA and ARMA modelling (identifying lags, fitting and testing)
Volatility modelling – GARCH, EGARCH and GJR GARCH models
The teaching methodology will be through hands-on applications on data using R
Live Online Classes Curriculum
Module – Financial Time Series Analysis using R
- Understanding distribution of time series data
- Tests of normality
- White noise and random walk
- AR, MA and ARMA modelling
- Volatility modelling –GARCH, EGARCH and GJR-GARCH
Upon Successful completion of the Program, participants would be given a successful program Completion Certificate on "Financial Time Series Analysis Using R" from IMI-Bhubaneswar.
- There are no pre-requisites for this course either for R programming as well as for time series. A basic knowledge about elementary statistics will be sufficient. As this course will be delivered using R, participants are required to download and install R Studio (latest version) from https://cran.r-project.org/ before the commencement of the course.
- This certification program is best suited for those who are passionate about analyzing data and predicting future outcomes and trends. Graduates, Executives in banks, financial services, mutual funds, Academicians, Research scholars in the area of finance, economics and mathematics are included as the target audience.