Program Title: Advanced Time Series Analysis.

Programme Objectives

  • To enable an understanding of basic and advanced time series analysis.
  • To provide a hands-on session on various statistical tools related to time series analysis.
  • To facilitate application of RStudio using time series analysis.

Programme Schedule:

Date and Time Topic Speaker (s)
21.6.2021 1:30 PM. -7:30 PM Introduction of time series, Deterministic Trend and Stochastic Trend, Differencing and Detrending and Unit Root Testing Dr. Miklesh Prasad Yadav
22.6.2021 1:30 PM. -7:30 PM . Autoregressive Integrated Moving Average (ARIMA) its application in forecasting the series Dr. Miklesh Prasad Yadav
23.6.2021 1:30 PM. -7:30 PM Introduction of ARCH/GARCH with assumptions, Application of GARCH in forecasting the volatility Dr. Miklesh Prasad Yadav
24.6.2021 1:30 PM. -7:30 PM Time Series Regression Analysis with assumptions, Granger Causality and Dr. Miklesh Prasad Yadav
25.6.2021 1:30 PM. -7:30 PM . Autoregressive Distributed Lag (ARDL) Model, Engle Granger and Johansen Test of Cointegration, Vector Error Correction Model (VECM) Dr. Miklesh Prasad Yadav

Pedagogy

The FDP will be highly experimental and interactive with lectures, discussions, presentations and hands-on session on RStudio. Participants will be provided with the relevant industry example data sets for the purpose of analysis in order to facilitate the experiential learning.

Attendees:

Faculty members from Academia and Research Scholars.

Organising Committee

Programme Director:

  • Prof. (Dr.) Sujata Khandai (Deputy Dean-Academics and Director-ACCF)

Programme Coordinators:

  • Dr. Geeta Mishra, Associate Professor – Human Resource Management, ACCF
    M-9811124802
  • Dr. Neha Puri, Assistant Professor, ACCF
    M-9212648830
  • Dr. Jaya Mamta Prosad, Assistant Professor, ACCF.
    M- 9205022981
  • Dr. Nitin Kumar Sharma, Assistant Registrar, ACCF.
    M-9810021062
  • E-Mail ID – fdpatsa2021@gmail.com

Certificates

  • Participants will get participation e-certificates.

SPEAKER’S PROFILE

Dr. Miklesh Prasad Yadav is an Assistant Professor at Amity College of Commerce and Finance. He has work experience of ten years. He has contributed acclaimed publications in ABDC and Scopus indexed Journal. He is also a guest editor of International Journal of Public Sector Performance Management (SCOPUS Indexed) Journal. Dr. Yadav has delivered more than 90 days lectures as resource person in various FDP/MDP/Session/Additional Student Acquisition courses conducted by University of Delhi, GGSIPU, FIIB Delhi, Amity University, Kurukshetra University, Bhagat Phool Singh Mahila University, GVM Girl College, RDIAS-Delhi and CDAC Noida. He has created YouTube Channel on his own name “Miklesh Yadav” where he has uploaded 147 videos covering Time Series, Panel Data Analysis and Event Study Methodology.

Contact

  • Amity College of Commerce and Finance
    K3 Block, 2nd Floor,
    Amity University Campus
    Sector- 125, Noida- 201301

  • 9811124802, 9205022981, 9810021062

  • fdpatsa2021@gmail.com

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