Elements of Forecasting /
Diebold, Francis X.
Elements of Forecasting / Francis X. Diebold - America: South-Western College، c1997. - 392 p: ؛ill. 24 cm
Part 1 Getting started: introduction to forecasting - applications, methods, books, journals and software; six considerations basic to successful forecasting. Part 2 Building, using and evaluating forecasting models; statistical graphics for forecasting; modelling and forecasting trend; modelling and forecasting seasonality; characterizing cycles; modelling cycles - MA, AR and ARMA models; forecasting cycles; putting it all together - a forecasting model with trend, seasonal and cyclical components; unit roots, stochastic trends, ARIMA forecasting models, and smoothing; forecasting with regression models; evaluating and combining forecasts.
A concise, modern survey of forecasting methods for business and economics which focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. The book is applications-oriented and illustrates all methods with detailed examples and case studies.
0538862440
Forecasting.
H61.4 / .D54 1997
Elements of Forecasting / Francis X. Diebold - America: South-Western College، c1997. - 392 p: ؛ill. 24 cm
Part 1 Getting started: introduction to forecasting - applications, methods, books, journals and software; six considerations basic to successful forecasting. Part 2 Building, using and evaluating forecasting models; statistical graphics for forecasting; modelling and forecasting trend; modelling and forecasting seasonality; characterizing cycles; modelling cycles - MA, AR and ARMA models; forecasting cycles; putting it all together - a forecasting model with trend, seasonal and cyclical components; unit roots, stochastic trends, ARIMA forecasting models, and smoothing; forecasting with regression models; evaluating and combining forecasts.
A concise, modern survey of forecasting methods for business and economics which focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. The book is applications-oriented and illustrates all methods with detailed examples and case studies.
0538862440
Forecasting.
H61.4 / .D54 1997