Syllabus: 

1. Introduction: Classical Models, Smoothing Techniques – exponential and Holt-Winters methods. 

2. Evolutionary and Stationary time series. 

3. Autocorrelation and partial autocorrelation functions. Box-Jenkins Model. Tests for Unit Roots. 

4. Volatility: ARCH, GARCH models – their variants. 

5. Multivariate Time Series Models: VAR and VARMA models. Forecasting. 

6. 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.