
Time Series Models for Business and Economic Forecasting
- English
- PDF
- Available on iOS & Android
Time Series Models for Business and Economic Forecasting
About this book
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.
Frequently asked questions
- Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
- Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Information
Table of contents
- Cover
- Half title
- Title
- Copyright
- Contents
- Figures
- Tables
- Preface
- 1 Introduction and overview
- 2 Key features of economic time series
- 3 Useful concepts in univariate time series analysis
- 4 Trends
- 5 Seasonality
- 6 Aberrant observations
- 7 Conditional heteroskedasticity
- 8 Non-linearity
- 9 Multivariate time series
- Bibliography
- Index