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Item Details
| Title:
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TIME SERIES MODELS FOR BUSINESS AND ECONOMIC FORECASTING
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| By: |
Philip Hans Franses, Dick van Dijk, Anne Opschoor |
| Format: |
Paperback |
| List price:
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£44.99 |
| Our price: |
£39.37 |
| Discount: |
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| You save:
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£5.62 |
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| ISBN 10: |
0521520916 |
| ISBN 13: |
9780521520911 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
24 April, 2014 |
| Edition: |
2nd Revised edition |
| Pages: |
311 |
| Description: |
Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics. |
| Synopsis: |
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. |
| Illustrations: |
81 b/w illus. 17 tables 65 exercises |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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