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Time Series Models for Business and Economic Forecasting

Name: Time Series Models for Business and Economic Forecasting
Brand: Cambridge University Press
SKU: 02163655
Price: 65.04 EUR
Availability: InStock
Author: Philip Hans Franses
ISBN: 9780521520911

Philip Hans Franses

Jezik

Angleščina

Knjiga Mehka

Koda Libristo: 02163655

Založba Cambridge University Press, april 2014

With a new author team contributing decades of practical experience, this fully updated and thorough... Celoten opis

Koda Libristo: 02163655

158 b

65.04 €

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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.