Time Series Models for Business and Economic Forecasting Paperback / softback
by Philip Hans Franses, Dick van Dijk, Anne Opschoor
Paperback / softback
- Information
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.
Information
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Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:311 pages, Worked examples or Exercises; 17 Tables, black and white; 81 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:24/04/2014
- Category:
- ISBN:9780521520911
Other Formats
- PDF from £36.54
- Hardback from £47.02
- EPUB from £36.54
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:311 pages, Worked examples or Exercises; 17 Tables, black and white; 81 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:24/04/2014
- Category:
- ISBN:9780521520911