Elements of forecasting

書誌事項

Elements of forecasting

Francis X. Diebold

Thomson/South-Western, c2007

4th ed

  • : hbk(package)
  • : hbk(book only)

大学図書館所蔵 件 / 10

この図書・雑誌をさがす

注記

(package): Includes access card to InfoTrac, an online database service providing full-text articles from various scholarly periodicals

Includes bibliographical references (p. 355-360) and indexes

内容説明・目次

内容説明

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.

目次

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.

「Nielsen BookData」 より

詳細情報

ページトップへ