Time Series Models For Business And Economic Forecasting
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Time Series Models For Business And Economic Forecasting
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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 1998-10-15
Time Series Models For Business And Economic Forecasting written by Philip Hans Franses and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-15 with Business & Economics categories.
An introduction to time series models for business and economic forecasting.
Forecasting Economic Time Series
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Author : C. W. J. Granger
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Forecasting Economic Time Series written by C. W. J. Granger and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
Time Series Models For Business And Economic Forecasting
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Author : Philip Hans Franses
language : en
Publisher:
Release Date : 2014
Time Series Models For Business And Economic Forecasting 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 2014 with BUSINESS & ECONOMICS categories.
"With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"--
Time Series Models For Business And Economic Forecasting
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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 2014-04-24
Time Series Models For Business And Economic Forecasting written by Philip Hans Franses and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-24 with Business & Economics categories.
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Forecasting In Business And Economics
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Author : C. W. J. Granger
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Forecasting In Business And Economics written by C. W. J. Granger and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Forecasting in Business and Economics presents a variety of forecasting techniques and problems. This book discusses the importance of the selection of a relevant information set. Organized into 12 chapters, this book begins with an overview of the forecasting techniques that are useful in decision making. This text then discusses the difficulties in interpreting an apparent trend and discusses its implications. Other chapters consider how a time series is analyzed and forecast by discussing the methods by which a series can be generated. This book discusses as well the views of most academic time series analysts regarding the usefulness of searches for cycles in most economic and business series. The final chapter deals with the techniques developed for forecasting. This book is a valuable resource for senior undergraduates in business, economics, commerce, and management. Graduate students in operations research and production engineering will also find this book extremely useful.
Handbook Of Economic Forecasting
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Author : Graham Elliott
language : en
Publisher: Elsevier
Release Date : 2013-08-23
Handbook Of Economic Forecasting written by Graham Elliott and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-23 with Business & Economics categories.
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. Focuses on innovation in economic forecasting via industry applications Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications Makes details about economic forecasting accessible to scholars in fields outside economics
Introductory Business Economic Forecasting
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Author : Paul Newbold
language : en
Publisher: Thomson South-Western
Release Date : 1994
Introductory Business Economic Forecasting written by Paul Newbold and has been published by Thomson South-Western this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
Rev. ed. of: Introductory business forecasting. 1990. Includes bibliographical references and index.
Practical Business Forecasting
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Author : Michael K. Evans
language : en
Publisher: John Wiley & Sons
Release Date : 2002-05-06
Practical Business Forecasting written by Michael K. Evans and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-06 with Business & Economics categories.
Stressing the concrete applications of economic forecasting, Practical Business Forecasting is accessible to a wide-range of readers, requiring only a familiarity with basic statistics. The text focuses on the use of models in forecasting, explaining how to build practical forecasting models that produce optimal results. In a clear and detailed format, the text covers estimating and forecasting with single and multi- equation models, univariate time-series modeling, and determining forecasting accuracy. Additionally, case studies throughout the book illustrate how the models are actually estimated and adjusted to generate accurate forecasts. After reading this text, students and readers should have a clearer idea of the reasoning and choices involved in building models, and a deeper foundation in estimating econometric models used in practical business forecasting.
Time Series Analysis And Adjustment
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Author : Haim Y. Bleikh
language : en
Publisher: CRC Press
Release Date : 2016-02-24
Time Series Analysis And Adjustment written by Haim Y. Bleikh and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-24 with Business & Economics categories.
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Introduction To Modern Time Series Analysis
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Author : Gebhard Kirchgässner
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-10-09
Introduction To Modern Time Series Analysis written by Gebhard Kirchgässner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-09 with Business & Economics categories.
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.