ELEMENTS OF FORECASTING DIEBOLD F. Księgarnia

Elements of Forecasting, 3e is a concise, modern survey of business and economic forecasting methods. Written by a leading expert on forecasting, it focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations. In many chapters, the application is the centerpiece of the presentation.

Benefits:

• NEW! All new, long-awaited, chapter on volatility modeling and forecasting, covering basic ARCH models as well as many variations and extensions, with a detailed application to modeling and forecasting financial asset return volatility, drawing upon the author's many years of research and teaching.

• Standard and Modern Topics: This text offers a nice blend of traditional and modern topics. You will find the traditional topics (trend, seasonality, and cycles) as well as more modern topics such as model selection, volatility models, unit roots and stochastic trends, vector autoregressions, and cointegration covered.

• Modern Modeling Software: This text is in touch with modern modeling and forecasting software. Many of the data and Eviews programs used in the text are included on downloadable Excel templates available at the text Web site.

• NEW! New End of the Chapter Problems: The author has provided 20% more end-of-chapter problems to allow your students more exposure to practice sets and instructors more flexibility with homework assignments.

• NEW! This popular and highly-regarded book is now better than ever, with the good material from earlier editions left intact and polished, and updated data sets, figures, and tables.

• NEW! Update and Revised: Each chapter has been thoroughly updated and revised to reflect the most current applications issues and theoretical content.

• Modern Coverage: Although the book uses only elementary mathematics, it conveys a strong feel for the important advances made since the work of Box and Jenkins more than thirty years ago.

• Selective Coverage: The book des not attempt to be exhaustive in coverage. Instead, the coverage is intentionally selective, focusing on the core techniques with the widest applicability.

• Applications-Oriented: This book is extremely applications-oriented with detailed, real-world examples. Many of the applications have been chosen from a variety of fields (including economics, public policy, and engineering) to illustrate all methods.

• Graphics and Forecasting Chapters: This text offers full chapters on Statistical Graphics (chpt 3) and Evaluating and Combining Forecasts (chpt 12).

Table of Contents:

1. Introduction to Forecasting: Applications, Methods, Books, Journals, and Software
Appendix: The Linear Regression Model
2. Six Considerations Basic to Successful Forecasting
3. Statistical Graphics for Forecasting
4. Modeling and Forecasting Trend
5. Modeling and Forecasting Seasonality
6. Characterizing Cycles
7. Modeling Cycles: MA, AR, and ARMA Models
8. Forecasting Cycles
9. Putting it All Together: A Forecasting Model with Trend, Seasonal, and Cyclical Components
10. Forecasting with Regression Models
11. Evaluating and Combining Forecasts
12. Unit Roots, Stochastic Trends, ARIMA Forecasting Models, and Smoothing
13. Volatility Measurement, Modeling and Forecasting

426 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.