An Introduction to Time Series Analysis and Forecasting

94.50 LEI

105 LEI

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Description

Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS.

The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models.

The book features treatments of forecast improvement with regression and autoregression combination models and model and forecast evaluation, along with a sample size analysis for common time series models to attain adequate statistical power.

The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques.

Details

ISBN: 9780127678702

Sold By: Prior Books Total Items: 86171

An Introduction to Time Series Analysis and Forecasting

94.50 LEI

105 LEI

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