Department of Humanities and Social Sciences

Indian Institute of Technology Ropar

HSS Seminar

Time Series Analysis and Forecasting Using EViews


Prof. Pankaj Sinha

December  7, 2017 (Tuesday) at  3:00 PM

Venue:  Conference Room  1


A time series is a sequence of observations taken sequentially in time. Time series data can be observed and recorded in all Business and Economics transactions. The method of time series data analysis is applicable not only for financial economics but also for solving all biological and nonbiological growth problems. The availability of statistical package programs has made it easier for each researcher to easily apply any statistical model, based on all types of data sets, such as cross-section, time series, cross-section over time and panel data. This talk discusses

time series data analysis and forecasting using EViews. EViews is an excellent tool for detailed data analyses, particularly in developing and evaluating models, in doing residual analysis and in testing the various univariate and multivariate hypothesis.

Brief Bio-sketch of the speaker 

Prof. Pankaj Sinha teaches at the Faculty of Management Studies, University of Delhi. He received his Ph.D. degree in Bayesian Econometrics from the University of Delhi. Prof. Sinha’s research, professional and teaching interests revolve around the areas of Bayesian econometrics, financial forecasting, financial engineering, financial mathematics, financial risk management,  investment analysis and computational finance. He teaches financial modeling and forecasting, financial derivatives and financial engineering, quantitative analysis of financial decisions, financial risk management  and Statistics to students of MBA at Faculty of Management Studies. He also teaches Quantitative Economics to probationers of Indian Economics Service at Institute of Economic Growth. Prof. Sinha also has expertise in the area of Bayesian evaluation of forensic evidence and Probability of guilt. He is associated with various training programmes for higher judicial officers, forensic scientists and police officers conducted by NICFSc, Ministry of Home affairs.