Now Enrolling · Mar 2026
Workshop on Time Series Analysis Using R
Live · Online
Time Series Analysis Using R
27–29 March 2026
2 Hours / Day · 3 Days
6:30 PM – 8:30 PM IST
Google Meet · Online
Beginner to Intermediate
01
Day 1 · 27 Mar
Foundations of Time Series
- Introduction to Time Series Data
- Components: Trend, Seasonality, Cycles
- Stationary vs Non-stationary Processes
- Random Walk & Stochastic Processes
- Autocorrelation and ACF
Hands-on: Data visualisation & ACF in R
02
Day 2 · 28 Mar
Time Series Modelling
- AR and MA Processes
- ARMA and ARIMA Models
- Model Identification via ACF & PACF
- Non-stationarity & Spurious Regression
- Unit Root Tests (ADF, PP)
Hands-on: Building ARIMA models in R
03
Day 3 · 29 Mar
Cointegration & Forecasting
- Concept of Cointegration
- Engle–Granger Cointegration Test
- Vector Error Correction Model (VECM) — overview
- Time Series Forecasting
Hands-on: Forecasting using ARIMA in R
Resource Person
Dr. Hersch Sahay
Assistant Professor, Department of Economics · Pondicherry University
Dr. Hersch Sahay brings deep expertise in econometrics and quantitative methods. His teaching bridges statistical theory with hands-on implementation in R, making complex time series concepts accessible and immediately applicable for researchers and practitioners alike.