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Elements of forecasting / Francis X. Diebold

Tác giả : Francis X. Diebold

Nhà xuất bản : Thomson / South-Western

Năm xuất bản : 2004

Nơi xuất bản : Victoria, Australia

Mô tả vật lý : xvii, 433 p. : ill. ; 25 cm

ISBN : 0324163827

Số phân loại : 003.2

Chủ đề : 1. Forecasting -- Problems, exercises, etc.. 2. Forecasting -- Statistical methods. 3. Thống kê dự báo.

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Tóm tắt :

Written by a leading expert on forecasting, this concise, modern survey of business and economic forecasting methods is intentionally selective and focuses only on the core techniques with the widest applicability. Assuming readers have a limited background in statistics, the book is extremely applications oriented and illustrates all methods with detailed real-world applications - many of them international in flavor - that reflect typical forecasting situations in today’s global marketplace. Offering a practical blend of traditional and contemporary topics, Elements of Forecasting, 3e covers trend, seasonality and cycles, as well as more modern topics such as model selection, volatility models, unit roots and stochastic trends, vector autoregressions and cointegration. It devotes full chapters to volatility, statistical graphics, and evaluating and combining forecasts.

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