Autoregressive Moving Average (ARMA) Modelling: An Applied Econometrics Learning Resource Using UK House Prices and EViews

About This Resource This learning resource was originally developed in 2020 to support an Advanced Econometrics tutorial and econometrics laboratory session on Autoregressive Moving Average (ARMA) modelling. It has subsequently been reviewed and revised for clarity, technical accuracy and wider educational use. The resource provides an applied introduction to ARMA modelling using monthly UK house-price data and EViews. It takes learners through the main stages of time-series modelling, including model identification, estimation and selection, forecasting, and diagnostic checking. Particular attention is given to interpreting econometric results rather than simply implementing procedures in statistical software. Although EViews is used for the empirical application, the underlying econometric methods can also be implemented using other statistical and econometric software packages. The resource retains the practical and step-by-step approach of the original teaching material while providing additional explanation of the econometric concepts underlying the analysis. It is intended primarily for students studying econometrics, time-series analysis, finance, economics and related disciplines, as well as other learners seeking an applied introduction to ARMA modelling. This resource is provided for educational purposes and should be regarded as a teaching and learning resource.