Time Series Modeling with GAUSS

Time Series Modeling with GAUSS


3-Day Professional Development Workshop


East Asia Training & Consultancy Pte Ltd invites you to a three-day professional development workshop, with a focus of understanding and modeling macroeconometrics and financial models using the GAUSS software developed by Aptech System (USA).

Course Programme
This is a 3-day intensive course at the intermediate-advanced level on modeling macroeconomic and financial variables using the econometric software GAUSS, a highly flexible and powerful programming language for statistical computation.

The workshop begins with a session on the basics of GAUSS programming. This is followed by extensive treatment of univariate and multivariate time series models using both simulated and real data in economics and finance. The workshop also tackles some advanced methods including VAR, VECM, Markov-switching, and Kalman filters. Participants are welcomed to bring your own datasets.

The workshop will use the latest GAUSS software. The workshop will place emphasis not only on the theory underlying each topic, but will also aim at understanding and interpretation of results of estimated models. The approach is “hands on” where participants will be expected to replicate and understand each step of the GAUSS examples in their own PCs. The workshop will take place in a computer-linked environment.

Course Objectives
After completion of the workshop the participants will have a strong working knowledge of GAUSS, which you will find most useful for handling non-trivial macroeconometrics and financial models. More specifically, in this workshop the participants will acquire detailed knowledge of and extensive hands-on experience in the use of GAUSS, univariate and multivariate time series modeling (estimation and forecasting), simulation techniques, modeling nonstationary series, as well as reporting and interpreting results.




Mar 26 - 28 2024


9:00 am - 5:00 pm




EATC Office
3 Raffles Place, #07-01, Bharat Building, Singapore 048617.