Elements of Forecasting

Name: Elements of Forecasting
Price: 24.51 USD
Availability: InStock
ISBN: 9780324323597

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.

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: 1.738
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