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APPLIED STATISTICAL FORECASTING

 

 

Robert L. Goodrich

 

 

Fiyatı: 95$ + KDV

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INDEX:
  • Applied Statistical Forecasting
    • The Knowledge Base
    • Statistical Strategy
    • Software Products
  • Qualitative Features of Time Series
    • Stochastic and Deterministic Trends
    • Cyclic Effects
    • Seasonality
    • Range-Level Effects
    • Stationarity
    • Trading Day Effects
    • Outliers, Pattern Changes, and Interventions
  • Statistical Features of Time Series
    • Notation
    • Model Based Forcasting
    • Stationarity
    • The Autocorrelation Function
    • The Wold Decomposition
    • The Box-Cox Power Transform
    • Seasonality
    • Idemtification and Estimation
    • Diagnostics
    • MKodel Comlexity, the AIC and the BIC
  • Exponential Smoothing
    • When to Use Exponential Smoothing
    • Description of Method
    • Smoothing Parameter Values
    • Diagnostics
  • Box-Jenkins Models
    • When to Use Box-Jenkins
    • Forecasting Filters and Generating  Processes
    • Stationarity and Nonstationarity Processes
    • The Multiplicative Seasonal ARIMA Model
    • Model Identification and Estimation
    • The Mechanics of Forecasting
    • Appendices
  • Dynamic Regression
    • When to Use Dynamic Regression
    • The OLS Regression Models
    • The Generalized Cochrane-Orcutt Model
    • Lagged Dependent Variables
    • Unit Roots
    • Model Building
    • The ARCH Regression Model
    • Regression Test Batteries
  • State Space
    • When to Use State Space
    • Conceptual Foundations of State Space
    • Using State Space
    • Mathematical Foundations of State Space
    • Appendices
  • Semiparametric Regression
    • When to Use Semiparametric Regression
    • The Semiparametric Regression Model
    • Implementation in Forecast Master Plus
  • Variable Parameter Regression
    • When to Use VPR
    • The General VPR Model
    • The  I(1)(Random Walk) and I(2)Models of Paremeter Variation
    • Characteristic of VPR Model
    • The AR(1) Model
    • The VPR State Space Model
    • Estimation of the VPR Model
    • Examples of VPR Models
  • Batch Forecasting and Forecast Monitoring
    • Selecting a Method for Batch Forecasting
    • Forecast Monitoring
    • Emprical Evaluation of Forecasts