Elements of Forecasting (with InfoTrac 1-Semester, Economic Applications Online Product, Data Sets Printed Access Card) / Edition 4

Elements of Forecasting (with InfoTrac 1-Semester, Economic Applications Online Product, Data Sets Printed Access Card) / Edition 4

by Francis X. Diebold
     
 

ISBN-10: 032432359X

ISBN-13: 9780324323597

Pub. Date: 12/08/2006

Publisher: Cengage Learning

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.  See more details below

Overview

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.

Product Details

ISBN-13:
9780324323597
Publisher:
Cengage Learning
Publication date:
12/08/2006
Edition description:
REV
Pages:
464
Product dimensions:
7.50(w) x 9.50(h) x 0.80(d)

Table of Contents

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.

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