全部版块 我的主页
› 论坛 › 计量经济学与统计论坛 五区 › 计量经济学与统计软件
[下载 Book] Time-Series Foreasting
Ostrom
2256 3
2006-05-04

[下载 Book] Time-Series Foreasting

Product Details

  • Hardcover: 280 pages
  • Publisher: Chapman & Hall/CRC; 1st edition (October 25, 2000)
  • Language: English
  • ISBN: 1584880635

Time-series Forecasting

by Chris Chatfield

  • An important new book on Forecasting

  • Published by Chapman and Hall/CRC Press in November 2000.
  • ISBN is 1-58488-063-5.

  • This book provides an up-to-date comprehensive review of forecasting methods. It begins with a summary of basic time-series analysis and modelling procedures, followed by a catalogue of the many different time-series forecasting methods. These range from exponential smoothing, through ARIMA and state-space modelling to multivariate methods, such as those based on vector autoregressive (VAR) models. Recent arrivals, such as GARCH models, neural networks, and cointegrated models are also covered. The more important methods are compared in terms of their theoretical inter-relationships and their practical merits including empirical accuracy.
  • The book also considers two other general forecasting topics that have been somewhat neglected in the literature, namely the computation of prediction intervals and the effect of model uncertainty on forecast accuracy. Although the search for a 'best' method continues, it is now well established that no single method will outperform all others in all situations - the context is crucial.
  • The book provides an outstanding reference source for the more generally applicable methods, and should be particularly useful to practitioners and researchers using forecasting methods in economics, government, operational research, management science, and commerce. The data sets used in the book are available below.

    • 51161.rar
    大小:(1.98 MB)

     马上下载

    本附件包括：

    • c0304_pdf_toc.pdf
    • C0304_PDF_C01.pdf
    • C0304_PDF_C02.pdf
    • C0304_PDF_C03.pdf
    • C0304_PDF_C04.pdf
    • C0304_PDF_C05.pdf
    • C0304_PDF_C06.pdf
    • C0304_PDF_C07.pdf
    • C0304_PDF_C08.pdf
    • C0304_PDF_Ref.pdf



    [此贴子已经被作者于2006-5-4 14:31:53编辑过]

    二维码

    扫码加我 拉你入群

    请注明：姓名-公司-职位

    以便审核进群资格，未注明则拒绝

    全部回复
    Statachen
    2006-5-4 11:45:00
    Download and then upload? What is the difference bewteen your upload and the ebook which somebody have already posted?

    [此贴子已经被作者于2006-5-4 11:48:37编辑过]

    二维码

    扫码加我 拉你入群

    请注明：姓名-公司-职位

    以便审核进群资格，未注明则拒绝

    Ostrom
    2006-5-4 14:31:00
    以下是引用Statachen在2006-5-4 11:45:00的发言：
    Download and then upload? What is the difference bewteen your upload and the ebook which somebody have already posted?

    1. First of all, I didn't download that book form this forum.

    2. My mistake. I didn't check whether it is alreday uploaded by someone else. But you should also notice that the same book was sold $100 by another fellow. I only asked 20 points. (Do you really have to be so cynical? If you are not happy, go ahead to pay $100 and download it elsewhere.)

    To board master:

    My apology! Please delete this whole panel.

    [此贴子已经被作者于2006-5-4 14:58:11编辑过]

    二维码

    扫码加我 拉你入群

    请注明：姓名-公司-职位

    以便审核进群资格，未注明则拒绝

    QQ503
    2006-5-8 14:11:00

    I like it!!3ks!

    二维码

    扫码加我 拉你入群

    请注明：姓名-公司-职位

    以便审核进群资格，未注明则拒绝

    相关推荐
    栏目导航
    热门文章
    推荐文章

    说点什么

    分享

    微信QQ空间QQ微博
    扫码加好友，拉您进群
    各岗位、行业、专业交流群