Time Series Models for Business and Economic Forecasting, Franses
Название: Strategic Business Forecasting ISBN: 1574442511 ISBN-13(EAN): 9781574442519 Издательство: Taylor&Francis Рейтинг: Цена: 9822 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A book on practical business forecasting belongs in the library of everyone interested in business. Forecasting is extremely important to finance and accounting executives, business economists and managers at all levels.Strategic Business Forecasting: The Complete Guide to Forecasting Real World Company Performance provides you with a working knowledge of the fundamentals of business forecasting that can be applied in the real world regardless of the size of the firm. The author explains the basic forecasting methodology and the practical applications. All aspects of business are discussed, making this a comprehensive and valuable reference.The author avoids theoretical and mathematical discussions to gets right into how, when , and why to use this book. Many practical examples, applications, illustrations, guidelines, measures, checklists, rules of thumb, tips, graphs, diagrams and tables aid your comprehension of the subject. The author displays and explains printouts obtained using many popular spreadsheet programs and software packages.T he book goes far beyond just sales forecasting, encompassing a wide range of topics of major importance to practical business managers and fin
Описание: 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.
Описание: This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
Автор: Clements, Michael Hendry, David F. Название: Forecasting economic time series ISBN: 0521634806 ISBN-13(EAN): 9780521634809 Издательство: Cambridge Academ Рейтинг: Цена: 3954 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An extended formal analysis of economic forecasting co-authored by one of the world s leading econometricians.
Автор: Silvia John Название: Economic and Business Forecasting ISBN: 1118497090 ISBN-13(EAN): 9781118497098 Издательство: Wiley Рейтинг: Цена: 6009 р. Наличие на складе: Поставка под заказ.
Описание: Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, this title offers a comprehensive and practical approach to quantifying and accurate forecasting of key variables.
Описание: Concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series poses, this book provides a synthesis of concepts and materials which ordinarily appear separately in time series and econometrics literature.
Автор: Clements, Michael P.; Hendry, David F. Название: The Oxford Handbook of Economic Forecasting ISBN: 0195398645 ISBN-13(EAN): 9780195398649 Издательство: Oxford Academ Рейтинг: Цена: 13270 р. Наличие на складе: Невозможна поставка.
Описание: This Handbook provides up-to-date coverage of both new developments and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and are authoritative yet accessible.
Автор: Kaiser Regina, Maravall Agustin Название: Measuring Business Cycles in Economic Time Series ISBN: 0387951121 ISBN-13(EAN): 9780387951126 Издательство: Springer Рейтинг: Цена: 9349 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of the manuscript is to outline and demonstrate problems with the use of the HP filter, and to propose an alternative strategy for inferring cyclical behavior from a time series that features seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series in question with forecasts and backcasts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented in the paper using artificial and actual data demonstrate the superiority of the alternative strategy.
Автор: Brockwell Peter J. Название: Introduction to Time Series and Forecasting ISBN: 3319298526 ISBN-13(EAN): 9783319298528 Издательство: Springer Рейтинг: Цена: 6544 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.
The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.
New to this edition:
A chapter devoted to Financial Time SeriesIntroductions to Brownian motion, L?vy processes and It? calculusAn expanded section on continuous-time ARMA processesPeter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics Institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).
From reviews of the first edition:<
This book, like a good science fiction novel, is hard to put down.… Fascinating examples hold one’s attention and are taken from an astonishing variety of topics and fields.… Given that time series forecasting is really a simple idea, it is amazing how much beautiful mathematics this book encompasses. Each chapter is richly filled with examples that serve to illustrate and reinforce the basic concepts. The exercises at the end of each chapter are well designed and make good use of numerical problems. Combined with the ITSM package, this book is ideal as a textbook for the self-study student or the introductory course student. Overall then, as a text for a university-level course or as a learning aid for an industrial forecaster, I highly recommend the book. —SIAM Review
In addition to including ITSM, the book details all of the algorithms used in the package—a quality which sets this text apart from all others at this level. This is an excellent idea for at least two reasons. It gives the practitioner the opportunity to use ITSM more intelligently by providing an extra source of intuition for understanding estimation and forecasting, and it allows the more adventurous practitioners to code their own algorithms for their individual purposes.… Overall I find Introduction to Time Series and Forecasting to be a very useful and enlightening introduction to time series. —Journal of the American Statistical Association
The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably.… The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town
Описание: Incorporates developments and includes three major chapters on: time series modelling in the financial economics area, the Harvey approach to structural time series modelling and cointegration, and panel data models and non stationary time series.
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