Close
You have no items in your shopping cart.
Search
Time Series Models for Business and Economic Forecasting

Time Series Models for Business and Economic Forecasting

Publisher : Cambridge University Press
SKU: 9780521520911
R 776,76
R 660,25
With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.
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.
Products specifications
ISBN13 9780521520911
Publisher Cambridge University Press
Contributor By (author) Philip Hans Franses, By (author) Dick van Dijk, By (author) Anne Opschoor
Publication Date 2014-04-24
Language English
Format Paperback / softback
Pages 311
Product Dimensions (H x W x L) in mm 246 X 190 X 210
Shipping Weight (grams) 690
Write your own review Close Review Form
  • Only registered users can write reviews
*
*
Bad
Excellent
*
*
*
*
Description
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.
Products specifications
ISBN13 9780521520911
Publisher Cambridge University Press
Contributor By (author) Philip Hans Franses, By (author) Dick van Dijk, By (author) Anne Opschoor
Publication Date 2014-04-24
Language English
Format Paperback / softback
Pages 311
Product Dimensions (H x W x L) in mm 246 X 190 X 210
Shipping Weight (grams) 690
}