Syllabus:
Introduction: Classical Models, Smoothing Techniques – exponential and Holt-Winters methods.
Evolutionary and Stationary time series.
Autocorrelation and partial autocorrelation functions. Box-Jenkins Model. Tests for Unit Roots.
Volatility: ARCH, GARCH models – their variants.
Multivariate Time Series Models: VAR and VARMA models. Forecasting.
Analysis in the Frequency Domain : The Spectrum and Periodogram Analysis.
Guide: Saikat Kar (Feel free to connect)
Duration: 2 months (16 classes)
Time: 7:00 PM - 9:00 PM IST (Preferable)
Fees: INR 1250 INR 100 - 250 per hour*
Registration Link: click here
Note:
*Fees is negotiable based on batch size. Conditions applied.
75% Attendance is mandatory for all. Who will not attend he/she need to check the recording and can clear doubts in next class.
We will provide certificate if you are able to pass the final assessment with 80% marks.
For more details drop a mail to given mail id by keeping the subject line as Query_ACS_101. Please expect a response within 24 hours.