With a new author team contributing decades of practical experience,this fully updated and thoroughly classroom-tested second editiontextbook prepares students and practitioners to create effectiveforecasting models and master the techniques of time series analysis.
Taking a practical and example-driven approach, this textbooksummarises the most critical decisions, techniques and steps involvedin creating forecasting models for business and economics. Students areled through the process with an entirely new set of carefully developedtheoretical and practical exercises. Chapters examine the key featuresof economic time series, univariate time series analysis, trends,seasonality, aberrant observations, conditional heteroskedasticity andARCH models, non-linearity and multivariate time series, making this acomplete practical guide. A companion website with downloadabledatasets, exercises and lecture slides rounds out the full learningpackage.
- Paperback: 311 pages
- Publisher: Cambridge University Press; 2 edition (June 30, 2014)
- Language: English
- ISBN-10: 0521520916
- ISBN-13: 978-0521520911
- Product Dimensions: 9.7 x 7.4 x 0.6 inches
- Shipping Weight: 1.5 pounds
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