EViews Training in Kenya — Econometric Modelling
EViews (Econometric Views) is the leading software for time-series analysis, forecasting, and econometric modelling. Our expert-led training programme takes you from the basics of the EViews environment through to advanced panel data analysis, VAR models, cointegration, and the Error Correction Model — giving you the tools to conduct rigorous quantitative research independently.
Course Details
Certificate awarded on completion
What is EViews & Why is it Essential for Research?
EViews — short for Econometric Views — is a modern statistical and econometric software package developed for time-series analysis, cross-sectional analysis, and panel data modelling. It is widely used for general statistical analysis, econometric analyses, time series estimation, and forecasting.
What makes EViews unique is its object-oriented interface combined with a full command language — giving researchers the power of a programming environment with the accessibility of a menu-driven interface. Users can quickly and efficiently manage their data, perform econometric and statistical analysis, generate forecasts or model simulations, and produce high-quality graphs and tables for publication.
For postgraduate researchers in economics, finance, and public policy in Kenya, EViews is particularly valuable because of its unmatched suite of time-series tools — including unit root testing, cointegration, VAR models, and the Error Correction Model (ECM) — all within a single, easy-to-navigate environment.
Time-Series & Macroeconomic Analysis
GDP, inflation, exchange rates, interest rates — EViews handles time-series data with powerful unit root tests, ARIMA models, and forecasting tools used in economics dissertations.
Cointegration & Long-Run Relationships
Test whether economic variables move together in the long run using Johansen cointegration and the Engle-Granger approach — essential for finance and monetary economics research.
Panel Data Econometrics
Analyse data across multiple entities over time. With EViews, you can easily run fixed or random effects models, conduct unit root tests, and implement dynamic panel data models.
Forecasting & Simulation
Generate short- and long-term forecasts using VAR models and ARIMA — widely required in finance, policy analysis, and corporate research reports.
What You Will Achieve
The goal of this course is to increase the knowledge and requisite skills of participants on the use of EViews, enabling them to work independently on their own data and provide a solid foundation for advanced data analysis work.
Perform a wide range of data management tasks in EViews — including importing, exporting, cleaning, transforming, and organising datasets for analysis.
Apply EViews confidently to academic research projects — generating statistically sound results for Masters and PhD dissertations across economics, finance, and social sciences.
Use EViews for the analysis of cross-sectional, time-series, and panel datasets — covering all three major data structures required in postgraduate quantitative research.
Produce professional-quality outputs for corporate reports, grant proposals, and policy papers — including publication-ready tables, charts, and forecasting models.
Practical-Based Training
Every concept is taught through live hands-on exercises using real cross-sectional, time-series, and panel datasets — not theory alone.
Take-Away Assignments
Each module includes a structured take-away assignment to reinforce your learning and apply the techniques directly to your own research data.
Certificate on Completion
Upon successfully completing the training, you will be awarded a certificate from Tobit Research Consulting to recognise your achievement.
The Three-Module Learning Path
Each module builds progressively — from the EViews environment and basics, through time-series techniques, to advanced panel data and diagnostic testing used in PhD-level research.
Introduction to EViews
EViews workfiles, data import, transformation, descriptive statistics, graphs, normality tests, and introductory regression and correlation analysis.
Intermediate EViews
Time-series analysis — Vector Autoregression (VAR), unit root tests, cointegration, the Error Correction Model (ECM), and Granger causality testing.
Advanced EViews
Panel data analysis, advanced diagnostic tests (multicollinearity, heteroscedasticity, autocorrelation), and advanced panel regression models.
Detailed Module Content
Every topic is covered hands-on in a live session. Each module is Ksh 5,000 per individual and runs for 5 hours. Modules can be booked individually or as a complete programme.
Introduction to Basics of EViews
Data management · Transformation · Descriptive statistics · Normality tests · Regression & correlation
Basic Features & Data Management
Transformation of Data / Generating New Variables
Descriptive / Summary Statistics
Residual Test for Normality
Regression & Correlation
Intermediate EViews — Time Series Analysis
VAR · Unit root tests · Cointegration · Error Correction Model · Granger causality
Vector Autoregression (VAR)
Test of Stationarity — Unit Root Tests
Cointegration Analysis
Error Correction Model (ECM)
Granger Causality
Advanced EViews — Panel Data Analysis
Panel data · Diagnostic tests · Panel regression models · Fixed & random effects
Panel Data Analysis
Diagnostic Tests
Panel Regression Models
Key EViews Capabilities You Will Master
EViews is one of the most complete econometric software environments available. Here are the core analytical areas covered across all three modules.
Data Management
Open EViews workfiles, import from Excel and CSV, transform variables, generate lags and logs, and export results directly to Word, Excel, or PowerPoint for your thesis.
Descriptive Statistics & Graphs
Frequency tables, summary statistics, time-series plots, histograms, and Jarque-Bera normality tests — all the descriptive tools required for Chapter Four of your dissertation.
Unit Root & Stationarity Testing
ADF, Phillips-Perron, and KPSS unit root tests presented in clean, easy-to-interpret tables — one of EViews’ strongest capabilities compared to other software.
Cointegration & ECM
Johansen and Engle-Granger cointegration testing, followed by Vector Error Correction Model (VECM) estimation — the gold standard for long-run economics research.
Forecasting with VAR & ARIMA
Build VAR models for multivariate forecasting and ARIMA models for univariate time-series prediction — essential tools for economics and finance dissertations.
Panel Data Econometrics
Fixed effects, random effects, Hausman test, and robust panel regression — required for any research using multi-country, multi-firm, or longitudinal panel datasets.
Common EViews Commands You Will Learn
Our training is entirely practical. You will work with real EViews commands on real datasets — directly applicable to your own thesis or research project.
' Open EViews workfile
open mydata.wf1
' Import from Excel
read(t=xls) mydata.xlsx
' Generate log transformation
series lgdp = log(gdp)
series linfl = log(inflation)
' Generate lag variable
series lgdp_1 = lgdp(-1)
' First difference
series dlgdp = d(lgdp)
' Descriptive statistics
lgdp.stats
' ADF unit root test (level)
lgdp.uroot(adf, trend, const)
' ADF test (first difference)
dlgdp.uroot(adf, const)
' Phillips-Perron test
lgdp.uroot(pp, trend, const)
' KPSS test
lgdp.uroot(kpss, trend)
' Jarque-Bera normality
freeze(jb_test) lgdp.hist
' View residuals histogram
eq01.resids
' Johansen cointegration test
coint(method=johansen) lgdp linfl lexch
' Estimate VECM
var vec01
vec01.append @ec lgdp linfl lexch
' Granger causality test
cause(4) lgdp linfl
' VAR model setup
var var01.ls 1 4 lgdp linfl lexch
' Impulse Response Function
var01.impulse(10,se=a) lgdp
' Variance decomposition
var01.decomp(10) lgdp
' Panel workfile setup
create(u) paneldata 1 50
' Pooled OLS
equation eq_pool.ls y c x1 x2 x3
' Fixed Effects regression
equation eq_fe.ls y c x1 x2 x3
eq_fe.options effects=fixed
' Random Effects regression
equation eq_re.ls y c x1 x2 x3
eq_re.options effects=random
' Hausman test (FE vs RE)
hausman eq_fe eq_re
Who Should Attend EViews Training?
EViews is particularly suited to researchers and students working with economic time-series and longitudinal panel data. Here is who benefits most from our training programme.
Economics Masters & PhD Students
If your dissertation involves GDP, inflation, exchange rates, interest rates, or any macroeconomic time-series variable, EViews is your essential tool. Our training covers every technique required for Chapters 4 and 5.
Finance Researchers
Stock prices, bond yields, exchange rate volatility — EViews’ time-series and cointegration tools are the industry standard for financial econometrics dissertations and thesis work.
Policy Analysts & Government Researchers
Generate economic forecasts, model policy impacts, and run simulations. EViews is widely used by central banks, government agencies, and development organisations for policy analysis.
Development & Public Policy Researchers
Analysing poverty, health, education, or agriculture data across countries and time periods? EViews panel data tools handle multi-country longitudinal datasets with ease.
SPSS or Stata Users Adding EViews Skills
Already know another statistical tool but need EViews specifically for time-series or cointegration? You can enrol in Module 2 alone (Ksh 5,000) and get exactly what you need.
Corporate & Business Analysts
Need to produce forecasts or economic models for corporate reports? Our training teaches you to generate professional-quality EViews output ready for publication and boardroom presentations.
Course Requirements
Here is what you need to know before booking your EViews training session.
EViews Software Installation
EViews software will be installed for you at a cost of Ksh 2,000. We take care of the setup so you can focus entirely on learning.
Course Manual Provided
An EViews software manual will be provided in soft copy. Students will also be encouraged to access hard copy manuals for reference during and after training.
Bring Your Own Laptop
Participants attending physical training are expected to bring their own laptop. For online training, you will need a laptop or desktop computer with stable internet access.
Flexible Schedule
Training runs Monday to Friday from 9am to 6pm, and Saturdays from 9am to 5pm. The time schedule is fully flexible — it depends entirely on your availability and is agreed in advance.
Certificate of Completion
Upon successful completion of the EViews training programme, every student will be awarded a certificate by Tobit Research Consulting. This certificate recognises your skills in econometric modelling and can be included in your academic or professional portfolio.
Frequently Asked Questions
Everything you need to know before enrolling in EViews training.
Book Your EViews Training Session
Fill in our booking form or contact us directly by phone or WhatsApp. Our team is available Monday to Saturday to confirm your slot and answer any questions.
Have Questions? Contact Us Directly
We are happy to help you decide which module to start with or discuss how EViews fits your specific research needs.
