Week - 1 |
Introduction and data set preparation |
Week - 2 |
What is a time series? |
Week - 3 |
Time series models with difference equations |
Week - 4 |
Linear time series models |
Week - 5 |
Stationarity in time series and unit root tests |
Week - 6 |
Structural break tests in time series and seasonal unit root tests |
Week - 7 |
Vector autoregressive models |
Week - 8 |
Cointegration and error correction models |
Week - 9 |
Cointegration and error correction models |
Week - 10 |
Granger causality models |
Week - 11 |
ARDL models |
Week - 12 |
Application |
Week - 13 |
Application |
Week - 14 |
Application |