Elements of Forecasting - Hardcover

Diebold, Francis X.

Hardcover

ISBN 10: 032432359X ISBN 13: 9780324323597

Publisher: Cengage Learning, 1980

Synopsis

ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.

About this title

Review

1. Introduction to Forecasting: Applications, Methods, Books, Journals, and Software. Appendix: The Linear Regression Model. 2. Six Considerations Basic to Successful Forecasting. 3. Statistical Graphics for Forecasting. 4. Modeling and Forecasting Trend. 5. Modeling and Forecasting Seasonality. 6. Characterizing Cycles. 7. Modeling Cycles: MA, AR, and ARMA Models. 8. Forecasting Cycles. 9. Putting it All Together: A Forecasting Model with Trend, Seasonal, and Cyclical Components. 10. Forecasting with Regression Models. 11. Evaluating and Combining Forecasts. 12. Unit Roots, Stochastic Trends, ARIMA Forecasting Models, and Smoothing. 13. Volatility Measurement, Modeling and Forecasting.

Synopsis

Written by a leading expert on forecasting, this concise and modern text focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations. In many chapters, the application is the centerpiece of the presentation.

Edition details

• Publisher: Cengage Learning
• Publication date: 1980
• ISBN 10: 032432359X
• ISBN 13: 9780324323597
• Binding: Hardcover
• Language: English
• Edition number: 4
• Number of pages: 458