Elements of forecasting

書誌事項

Elements of forecasting

Francis X. Diebold

South-Western College, c1998

大学図書館所蔵 件 / 10

この図書・雑誌をさがす

注記

Includes bibliographical references (p. 375-383) and index

内容説明・目次

内容説明

A concise, modern survey of forecasting methods for business and economics which focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. The book is applications-oriented and illustrates all methods with detailed examples and case studies.

目次

  • Part 1 Getting started: introduction to forecasting - applications, methods, books, journals and software
  • six considerations basic to successful forecasting. Part 2 Building, using and evaluating forecasting models
  • statistical graphics for forecasting
  • modelling and forecasting trend
  • modelling and forecasting seasonality
  • characterizing cycles
  • modelling cycles - MA, AR and ARMA models
  • forecasting cycles
  • putting it all together - a forecasting model with trend, seasonal and cyclical components
  • unit roots, stochastic trends, ARIMA forecasting models, and smoothing
  • forecasting with regression models
  • evaluating and combining forecasts.

「Nielsen BookData」 より

詳細情報

ページトップへ