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Elements of Forecasting

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ISBN-10: 032432359X

ISBN-13: 9780324323597

Edition: 4th 2007 (Revised)

Authors: Francis X. Diebold

List price: $328.95
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ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.
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Book details

List price: $328.95
Edition: 4th
Copyright year: 2007
Publisher: Cengage South-Western
Publication date: 12/8/2006
Binding: Mixed Media
Pages: 458
Size: 7.75" wide x 9.50" long x 0.75" tall
Weight: 1.936
Language: English

Introduction to Forecasting: Applications, Methods, Books, Journals, and Software
The Linear Regression Model
Six Considerations Basic to Successful Forecasting
Statistical Graphics for Forecasting
Modeling and Forecasting Trend
Modeling and Forecasting Seasonality
Characterizing Cycles
Modeling Cycles: MA, AR, and ARMA Models
Forecasting Cycles
Putting it All Together: A Forecasting Model with Trend, Seasonal, and Cyclical Components
Forecasting with Regression Models
Evaluating and Combining Forecasts
Unit Roots, Stochastic Trends, ARIMA Forecasting Models, and Smoothing
Volatility Measurement, Modeling and Forecasting