About the Event

The session, titled “The Econometrics of Time Series Data: A Practical Guide using R, will provide an accessible introduction to the econometrics of time series analysis, tailored for MSc. EA and BSc. EA students. Led by Dr. Prachi Bansal, a distinguished scholar and practitioner in econometrics, the session is designed to bridge theoretical concepts with practical application.
Participants will explore foundational concepts in time series analysis, including the visualization of time series data, stationarity, autocorrelation, and model specification. The session will also address practical challenges such as trends, seasonality, and structural breaks in time series data. Using R, attendees will gain hands-on experience with techniques like ARIMA modeling, forecasting, and diagnostic checks, supported by real-world datasets.
By the end of the session, participants will have developed a strong foundation in time series econometrics, equipped with the skills to analyze and interpret time series data effectively for academic and professional research.