Forecasting: Applications and Methods

Francis X. Diebold

Verlag: South Western/Cengage Learning India, 2009
ISBN 10: 8131509141 / ISBN 13: 9788131509142
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Selective Coverage: The book des not attempt to be exhaustive in coverage. Instead, the coverage is intentionally selective, focusing on the core techniques with the widest applicability. Applications-Oriented: This book is extremely applications-oriented with detailed, real-world examples. Many of the applications have been chosen from a variety of fields (including economics, public policy, and engineering) to illustrate all methods. Standard and Modern Topics: This text offers a nice blend of traditional and modern topics. You will find the traditional topics (trend, seasonality, and cycles) as well as more modern topics such as model selection, volatility models, unit roots and stochastic trends, vector autoregressions, and cointegration covered. 1.Introduction to Forecasting: Applications, Methods, Books, Journals, and Software. 2.A Brief Review of Probability, Statistics, and Regression for Forecasting. 3.Six Considerations Basic to Successful Forecasting. 4.Statistical Graphics for Forecasting. 5.Modeling and Forecasting Trend. 6.Modeling and Forecasting Seasonality. 7.Characterizing Cycles. 8.Modeling Cycles: MA, AR, and ARMA Models. 9.Forecasting Cycles. 10.Putting it All Together: A Forecasting Model with Trend, Seasonal, and Cyclical Components. 11.Forecasting with Regression Models. 12.Evaluating and Combining Forecasts. 13.Unit Roots, Stochastic Trends, ARIMA Forecasting Models, and Smoothing. 14.Volatility Measurement, Modeling and Forecasting. Printed Pages: 288. Buchnummer des Verkäufers

Bibliografische Details

Titel: Forecasting: Applications and Methods
Verlag: South Western/Cengage Learning India
Erscheinungsdatum: 2009
Einband: Softcover
Zustand: New
Auflage: First edition.

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Buchbeschreibung "Known from its last editions as the "Bible of Forecasting", the third edition of this authoritative text has adopted a new approach-one that is as new as the latest trends in the field: "Explaining the past is not adequate for predicting the future". In other words, accurate forecasting requires more than just the fitting of models to historical data. Inside, readers will find the latest techniques used by managers in business today, discover the importance of forecasting and learn how it's accomplished. And readers will develop the necessary skills to meet the increased demand for thoughtful and realistic forecasts. Artikel-Nr. WILEY-9788126518524

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