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Paperback
Published: 14th November 1986
ISBN: 9780122951848
Number Of Pages: 330
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Published: 28th April 1989This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics.
Key Features
* Gives a complete description, with applications, of the Box-Jenkins single series modeling techniques
* Extends the Box-Jenkins techniques to multivariate cases
* Compares forecasts from purely statistical and econometric models
* Pays careful attention to such problems as how to evaluate and compare forecasts
* Covers nonstationary and nonlinear models, co-integration and error-correction models
| Introduction to the Theory of Time Series | |
| Spectral Analysis | |
| Building Linear Time Series Models | |
| The Theory of Forecasting | |
| Practical Methods for Univariate Time Series Forecasting | |
| Forecasting from Regression Models | |
| Multiple Series Modeling and Forecasting | |
| Building Multiple Time Series Forecasting Models | |
| The Combination and Evaluation of Forecasts | |
| Further Topics | |
| References | |
| Author Index | |
| Subject Index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
ISBN: 9780122951848
ISBN-10: 0122951840
Series: Economic Theory, Econometrics, and Mathematical Economics
Audience:
General
Format:
Paperback
Language:
English
Number Of Pages: 330
Published: 14th November 1986
Country of Publication: GB
Dimensions (cm): 23.5 x 15.88
x 1.91
Weight (kg): 0.48
Edition Number: 2
Edition Type: Revised
