Elements of Forecasting

Francis X. Diebold

ISBN 10: 0324163827 / ISBN 13: 9780324163827

Published by Thomson Learning, 2003

About this Item

Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Seller Inventory # 1471331/2

Bibliographic Details

• Title: Elements of Forecasting
• Publisher: Thomson Learning
• Publication Date: 2003
• Language: English
• ISBN 10: 0324163827
• ISBN 13: 9780324163827
• Binding: Hardcover
• Edition: 3rd Edition
• Condition: Sehr gut
• Seller catalogs:
  • Bücher

About this title

Synopsis

Elements of Forecasting, 3e is a concise, modern survey of business and economic forecasting methods. Written by a leading expert on forecasting, it focuses on the core techniques of widest applicability and umes 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.

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.