Periodic Time Series Models
DOWNLOAD
Download Periodic Time Series Models PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Periodic Time Series Models book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Periodic Time Series Models
DOWNLOAD
Author : Philip Hans Franses
language : en
Publisher: OUP Oxford
Release Date : 2004-03-25
Periodic Time Series Models written by Philip Hans Franses and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-25 with Business & Economics categories.
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodic autoregressive models. Tests for periodic integration, are discussed, and an extensive discussion of the role of deterministic regressors in testing for periodic integration and in forecasting is provided. The second part discusses multivariate periodic autoregressive models. It provides an overview of periodic cointegration models, as these are the most relevant. This overview contains single-equation type tests and a full-system approach based on generalized method of moments. All methods are illustrated with extensive examples, and the book will be of interest to advanced graduate students and researchers in econometrics, as well as practitioners looking for an understanding of how to approach seasonal data.
Periodic Time Series Models
DOWNLOAD
Author : Philip Hans Franses
language : en
Publisher:
Release Date : 2004
Periodic Time Series Models written by Philip Hans Franses and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Econometric models categories.
In this insightful, modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
Periodicity And Stochastic Trends In Economic Time Series
DOWNLOAD
Author : Philip Hans Franses
language : en
Publisher: Oxford University Press, USA
Release Date : 1996
Periodicity And Stochastic Trends In Economic Time Series written by Philip Hans Franses and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.
This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic behaviour. The analysis considers econometric theory, Monte Carlo simulation, and forecasting, and it is illustrated with numerous empirical time series. A key feature of the proposed models is that changing seasonal fluctuations depend on the trend and business cycle fluctuations. In the case of such dependence, it is shown that seasonal adjustment leads to inappropriate results.
Periodicity Stochastic Trends In Economic Time Series
DOWNLOAD
Author : Philip Hans Franses
language : en
Publisher:
Release Date : 2023
Periodicity Stochastic Trends In Economic Time Series written by Philip Hans Franses and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with Cycles categories.
This text provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. The analysis considers econometric theory, Monte Carlo simulation and forecasting, and it is illuminated with empirical time series.
Economic Time Series
DOWNLOAD
Author : William R. Bell
language : en
Publisher: CRC Press
Release Date : 2018-11-14
Economic Time Series written by William R. Bell and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-14 with Mathematics categories.
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Hidden Periodic Autoregressive Moving Average Models In Time Series Data
DOWNLOAD
Author : Michael R. Grupe
language : en
Publisher:
Release Date : 1979
Hidden Periodic Autoregressive Moving Average Models In Time Series Data written by Michael R. Grupe and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Time-series analysis categories.
Applied Modeling Of Hydrologic Time Series
DOWNLOAD
Author : Jose D. Salas
language : en
Publisher: Water Resources Publication
Release Date : 1980
Applied Modeling Of Hydrologic Time Series written by Jose D. Salas and has been published by Water Resources Publication this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Science categories.
Time Series Modelling Of Water Resources And Environmental Systems
DOWNLOAD
Author : K.W. Hipel
language : en
Publisher: Elsevier
Release Date : 1994-04-07
Time Series Modelling Of Water Resources And Environmental Systems written by K.W. Hipel and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-04-07 with Technology & Engineering categories.
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.
Forecasting Principles And Practice
DOWNLOAD
Author : Rob J Hyndman
language : en
Publisher: OTexts
Release Date : 2018-05-08
Forecasting Principles And Practice written by Rob J Hyndman and has been published by OTexts this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-08 with Business & Economics categories.
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Time Series Models
DOWNLOAD
Author : Andrew C. Harvey
language : en
Publisher:
Release Date : 1981
Time Series Models written by Andrew C. Harvey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Econometrics categories.
Stationary stochastic process and their properties in the time domain; The frequency domain; State space models and the kalman filter; Estimation of autoregressive moving average models; Model building and prediction; Selected topics in time series regression.