Elements of Forecasting by Francis X Diebold

Elements of Forecasting by Francis X Diebold

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.

1Introduction 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.

SKU	Non disponible
ISBN 13	9780324323597
ISBN 10	032432359X
Titre	Elements of Forecasting
Auteur	Francis X Diebold
État	Non disponible
Type de reliure	Multiple-component retail product
Éditeur	Cengage Learning, Inc
Année de publication	2006-11-01
Nombre de pages	458
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible