Time Series Models for Business and Economic Forecasting

Business & Finance, Economics, Econometrics, Statistics
Cover of the book Time Series Models for Business and Economic Forecasting by Philip Hans Franses, Dick van Dijk, Anne Opschoor, Cambridge University Press
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Author: Philip Hans Franses, Dick van Dijk, Anne Opschoor ISBN: 9781139948951
Publisher: Cambridge University Press Publication: April 24, 2014
Imprint: Cambridge University Press Language: English
Author: Philip Hans Franses, Dick van Dijk, Anne Opschoor
ISBN: 9781139948951
Publisher: Cambridge University Press
Publication: April 24, 2014
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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