Elements of Forecasting (with InfoTrac 1-Semester, Economic Applications Online Product, Data Sets Printed Access Card)

by Diebold, Francis X.

• ISBN13: 9780324323597
• ISBN10: 032432359X
• Edition: 4th
• Format: Hardcover
• Copyright: 2006-12-08
• Publisher: Cengage Learning

Summary

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.

Table of Contents

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

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