Time Series Analysis & Forecasting in EViews – Free EViews Course

Learn EViews with this free course. Master time series analysis, econometrics, ARIMA, GARCH, VAR models, and forecasting in EViews with real economic data.

About This EViews Course

This EViews free course is designed for students and professionals who want to learn time series analysis, econometrics, and forecasting using EViews software. EViews is one of the most widely used econometric packages in academia and industry, making it an essential tool for applied research in economics, finance, and social sciences.

The course combines theory with hands-on practice, showing you how to specify models, estimate parameters, test hypotheses, and generate forecasts in EViews using real-world datasets.

What You Will Learn

By completing this time series analysis with EViews course, you will:

• Understand econometric foundations such as regression analysis, hypothesis testing, and model specification.

• Use EViews to estimate and interpret econometric models.

• Apply AR, MA, ARMA, and ARIMA models to time series forecasting.

• Diagnose autocorrelation, heteroscedasticity, and model specification problems.

• Work with ARCH and GARCH models to capture volatility.

• Test for cointegration and estimate long-run and short-run models with the Engle-Granger method.

• Apply VAR and SVAR models for multivariate time series analysis and forecasting.

• Generate and evaluate forecasts using statistical metrics.

Course Topics

• Introduction to econometric analysis with EViews

• Regression analysis, hypothesis testing, and model specification

• Detecting and correcting autocorrelation and heteroscedasticity

• Stationary and non-stationary time series analysis

• Unit root testing and ARIMA modeling in EViews

• Modeling variance with ARCH and GARCH models

• Cointegration, error correction models, and long-run relationships

• Forecasting with VAR and SVAR models

• Out-of-sample forecasting and forecast evaluation

Hands-On Learning with Real Data

Throughout this EViews forecasting course, students will gain hands-on experience using actual datasets. Examples will include macroeconomic variables such as:

• Monetary policy

• Fiscal policy

• Money growth

• GDP growth

• Consumer price index (CPI) and inflation forecasting

Students will also develop research questions, manipulate data, and conduct applied econometric analysis in EViews.

Who Should Take This Course?

This course is tailored for:

• Undergraduate, graduate, and postgraduate economics students

• Finance and business students interested in applied forecasting

• Researchers using time series econometrics in policy and consulting

• Professionals seeking to strengthen their data analysis skills with EViews

Learning Outcomes

By the end of this EViews course, students will be able to:

• Conduct econometric analysis using EViews software

• Apply advanced time series methods to real-world data

• Build and evaluate forecasting models in EViews

• Critically assess empirical research and replicate applied studies

Course Format & Materials

• Free video lectures with step-by-step EViews demonstrations

• Optional premium materials: EViews Workfiles, lecture slides, and datasets

• Structured guidance from Juan D’Amico (JDEconomics)

Final Notes

This course is offered free of charge to help learners build practical skills in time series analysis and forecasting with EViews. To support independent study and the development of future content, students may optionally purchase the course materials.

Whether you are preparing for assignments, exams, theses, or professional projects, this EViews free course will provide you with the knowledge and tools to apply econometric forecasting techniques with confidence.

Instructor: Juan D’Amico – Forecasting Economics