Statistical Analysis of Financial Ratios Using Eviews Package

3/25

Code Date Venue Fees Registration
3/25 04 - 15 Mar Cairo 2950 USD Register Now
3/25 15 - 26 Jul Cairo 2950 USD Register Now
3/25 05 - 16 Aug Cairo 2950 USD Register Now
3/25 07 - 18 Oct Cairo Register Now

Course Objectives

This course aims at acquainting participant with the required statistical methods of financial data analysis and how to use the equipped program in obtaining results and indicators that are relevant to data nature and how to explain results and make right decision.


Course Modules

Module 1: Introduction to E-Views

  • Data processing
  • Essential statistics
  • Data normality testing
  • Simple correlation vs. partial correlation
  • Statistical hypotheses tests

Module 2: Independence and fitting Quality Tests

  • Variance analysis in one and two directions
  • Forecasting through time series analysis (Box-Jenkins model)
  • Central tendency Scale and dispersion
  • Central tendency scales
  • Perception of distribution location significance
  • Identify the mode within raw data at the frequent distributions     
  • Define the median for continued and discontinued variables and understanding its significance
  • Recognize the median of raw data within the frequent distributions
  • Acquire the advantage and disadvantage of the median
  • Define mathematical mean and understand its significance
  • Define and calculate weighted mean and acquire its importance
  • Calculate the mean from raw data of the frequent distributions
  • Test the central tendency scale of the proper mean 

Module 3: Dispersion Scales

  • Dispersion concepts and its measurement tools
  • Identify the dispersion proportion
  • Recognize the good dispersion scale characteristics
  • Define the range, its calculation
  • Comprehension of data dispersion from its center measurement philosophy
  • Define and calculate the standard deviation
  • Select the appropriate dispersion scale
  • Define and calculate the difference coefficients its usage in comparing the dispersion of data groups
  • Statistical estimation and hypothesis tests
  • Statistical estimation of society characteristics
  • Estimation methods
  • Point estimation
  • Interval estimation

Module 4: Statistical Hypothesis Test

  • Test one sample about society mean
  • Test one sample about the proportion in society
  • Test two samples about two means of two societies
  • Test two samples about two society’s proportions
  • Test two samples about two society’s variances
  • Applications

Module 5: Variance Analysis

  • Test homogeneity of processing
  • Test data normality
  • Processing the proper data transformation
  • Analyze variance towards one direction
  • How to make a decision to approve or disapprove the null hypothesis
  • Analyze the variances towards two directions

Module 6: Correlation Analysis

  • Correlation measurement between dummy variables
  • How to calculate the Phi coefficient
  • How to calculate the Creamer coefficient
  • How to calculate the contingency coefficient
  • Correlation measurement between the ordinal variables
  • How to calculate the Spearman''s rank correlation coefficient
  • How to draw the scatter diagram
  • Correlation measurement the between quantitative variables  
  • How to calculate the Pearson coefficient 

Module 7: Regression Analysis

  • Objectives of regression study
  • Define the simple regression model and understand its contents
  • Understand the main hypothesis on which the regression study is based
  • Calculate the meaning of regression
  • Use of estimator regression model in prediction
  • Identify the relation between the both coefficients of regression and correlation

Module 8: Time Series Analysis

  • The time series definition
  • Define the time series types
  • Identify the study objectives of time series
  • Recognize the methods of measuring the prediction faults
  • How to select the proper prediction method
  • Define the prediction methods
  • Define the constant series and the inconstant
  • How to transfer the constant series to inconstant ones

Module 9: Co-integrated Regression Analysis

  • Static Tests of the financial data
  • How to stabilize the inconstant data
  • Identify the proper model for prediction
  • Test the quality if the identified model

Target Audience

Employees in financial & accounting departments, who are interested in statistical analysis of data and statistical information systems at all organizations and variable establishments


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