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Coursera

Univariate Time Series Analytics & Modeling with EViews

EDUCBA via Coursera

Overview

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Build practical skills in univariate time series analysis by learning how to apply and evaluate ARMA (AutoRegressive Moving Average) models using EViews. This course is designed for learners with foundational statistical knowledge who want to develop reliable time series models through hands-on analysis and model diagnostics. You will begin by exploring the fundamentals of univariate time series modeling, including the interpretation of correlograms, autocorrelation, and partial autocorrelation using real-world data in EViews. As you progress, you will learn how to estimate ARMA models, interpret estimation outputs, evaluate parameter significance, and assess model performance using residual analysis, correlograms, and the Ljung-Box Q test. Through practical demonstrations, exercises, and quizzes, you will strengthen your ability to identify suitable model structures, validate model adequacy, and refine models using statistical evidence. By the end of the course, you will be able to construct, interpret, and evaluate univariate ARMA models in EViews for forecasting and analytical applications, building a solid foundation in time series modeling.

Syllabus

  • Foundations of Univariate Time Series Modeling
    • This module introduces learners to the fundamental concepts of univariate time series analysis using EViews. It begins with an overview of the principles and motivations behind modeling a single time-dependent variable and continues with hands-on demonstrations using examples and real data. Emphasis is placed on understanding and constructing correlograms, interpreting autocorrelation and partial autocorrelation plots, and diagnosing model suitability through estimation outputs. By the end of this module, learners will be equipped to apply core techniques in univariate time series modeling and interpret diagnostic results to guide model refinement.
  • ARMA Modeling and Diagnostic Techniques
    • This module builds upon foundational time series concepts to guide learners through the estimation, interpretation, and validation of ARMA (AutoRegressive Moving Average) models using EViews. It emphasizes the significance of model coefficients, goodness-of-fit statistics, and diagnostic checks including correlograms and residual analysis. Through real-time demonstrations and estimation outputs, learners gain practical skills in refining time series models and ensuring their statistical adequacy for forecasting applications.

Taught by

EDUCBA

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