| Titre : |
Forecasting economic time series |
| Type de document : |
texte imprimé |
| Auteurs : |
Granger C. W. J., Auteur ; Newbold Paul |
| Mention d'édition : |
2 éd |
| Editeur : |
New York : Academic press |
| Année de publication : |
1986 |
| Importance : |
XIV- 338 p. |
| Présentation : |
ill. |
| Format : |
24 cm. |
| ISBN/ISSN/EAN : |
978-0-12-295183-1 |
| Langues : |
Français (fre) |
| Mots-clés : |
Prévision économique -- Modèles mathématiques
Séries chronologiques
Economic forecasting -- Mathematical models
Time-series analysis |
| Index. décimale : |
330.115 Econométrie
|
| Résumé : |
This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics.
Key Features
Gives a complete description, with applications, of the Box-Jenkins single series modeling techniques
Extends the Box-Jenkins techniques to multivariate cases
Compares forecasts from purely statistical and econometric models
Pays careful attention to such problems as how to evaluate and compare Covers nonstationary and nonlinear models, co-integration and error-correction models |
| Note de contenu : |
Au sommaire:
*Introduction to the theory of time series
*Spectral analysis
*Building linerar time series models
*The theory of forecasting
*Practical methods for univariate time series forecasting
*Forecasting from regression models
... |
Forecasting economic time series [texte imprimé] / Granger C. W. J., Auteur ; Newbold Paul . - 2 éd . - New York : Academic press, 1986 . - XIV- 338 p. : ill. ; 24 cm. ISBN : 978-0-12-295183-1 Langues : Français ( fre)
| Mots-clés : |
Prévision économique -- Modèles mathématiques
Séries chronologiques
Economic forecasting -- Mathematical models
Time-series analysis |
| Index. décimale : |
330.115 Econométrie
|
| Résumé : |
This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics.
Key Features
Gives a complete description, with applications, of the Box-Jenkins single series modeling techniques
Extends the Box-Jenkins techniques to multivariate cases
Compares forecasts from purely statistical and econometric models
Pays careful attention to such problems as how to evaluate and compare Covers nonstationary and nonlinear models, co-integration and error-correction models |
| Note de contenu : |
Au sommaire:
*Introduction to the theory of time series
*Spectral analysis
*Building linerar time series models
*The theory of forecasting
*Practical methods for univariate time series forecasting
*Forecasting from regression models
... |
|  |
Forecasting economic time series (1986)
