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Elements of forecasting
서명 / 저자 Elements of forecasting / Francis X. Diebold.
저자명 Diebold, Francis X
판사항 3rd ed.
발행사항 Mason, Ohio : Thomson/South-Western, 2004

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5053260

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H61.4 .D54 2004

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청구기호 H61.4 .D54 2004
형태사항 xviii, 433 p. : ill. ; 25 cm.
언어 English
서지주기 Includes bibliographical references (p. 411-422) and indexes.
내용 Introduction to forecasting : applications, methods, books, journals, and software -- Six considerations basic to successful forecasting -- Statistical graphics for forecasting -- Modeling and forecasting trend -- Modeling and forecasting seasonality -- Characterizing cycles -- Modeling cycles : MA, AR, and ARMA models -- Forecasting cycles -- Putting it all together : a forecasting model with trend, seasonal, and cyclical components -- Forecasting with regression models -- Evaluating and combining forecasts -- Unit roots, stochastic trends, ARIMA forecasting models, and smoothing -- Volatility measurement, modeling, and forecasting.
주제 Forecasting --Statistical methods.
Forecasting --Problems, exercises, etc.
LCCN 2003110616
ISBN 0324163827
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