経営・経済予測のための時系列分析（第２版） Time Series Models for Business and Economic Forecasting （2ND）

Franses, Philip Hans/ Dijk, Dick van/ Opschoor, Anne

Cambridge University Press（2014/04発売）

• 製本 Hardcover:ハードカバー版／ページ数 314 p.
• 言語 ENG
• 商品コード 9780521817707
• DDC分類 338.54420151955

Full Description

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.

Contents

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; Index.