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Forecasting economic time series /
Forecasting Economic Time Series.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Orlando :
Academic Press,
�1986.
|
| Edición: | 2nd ed. |
| Colección: | Economic theory, econometrics, and mathematical economics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 050 | 4 | |a HB3730 |b .G67 1986 | |
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| 084 | |a QH 237 |2 rvk | ||
| 084 | |a SK 845 |2 rvk | ||
| 100 | 1 | |a Granger, C. W. J. |q (Clive William John), |d 1934-2009. | |
| 245 | 1 | 0 | |a Forecasting economic time series / |c C.W.J. Granger, Paul Newbold. |
| 250 | |a 2nd ed. | ||
| 260 | |a Orlando : |b Academic Press, |c �1986. | ||
| 300 | |a 1 online resource (xiv, 338 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Economic theory, econometrics, and mathematical economics | |
| 504 | |a Includes bibliographical references (pages 317-330). | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; Forecasting Economic Time Series; Copyright Page; Dedication; Table of Contents; PREFACE TO THE SECOND EDITION; PREFACE TO THE FIRST EDITION; CHAPTER ONE. INTRODUCTION TO THE THEORY OF TIME SERIES; 1.1 Introducing Time Series; 1.2 Covariances and Stationarity; 1.3 Some Mathematical Tools; 1.4 The Linear Cyclic Model; 1.5 The Autoregressive Model; 1.6 The Moving Average Model; 1.7 The Mixed Autoregressive-Moving Average Model; 1.8 Interpreting the Mixed Model; 1.9 Filters; 1.10 Deterministic Components; 1.11 Wold's Decomposition; 1.12 Nonstationary Processes | |
| 505 | 8 | |a 1.13 Integrated Processes1.14 Models for Seasonal Time Series; CHAPTER TWO. SPECTRAL ANALYSIS; 2.1 Introduction; 2.2 Filters; 2.3 The Spectrum of Some Common Models; 2.4 Aliasing; 2.5 The Cross Spectrum; 2.6 Estimation of Spectral Functions; 2.7 The Typical Spectral Shape and Its Interpretation; 2.8 Seasonal Adjustment An Application of the Cross Spectrum; 2.9 Advanced Spectral Techniques; CHAPTER THREE. BUILDING LINEAR TIME SERIES MODELS; 3.1 Model Building Philosophy; 3.2 Identification; 3.3 Initial Estimates for Coefficients | |
| 505 | 8 | |a 3.4 The Autocorrelation Function as a Characteristic of Process Behavior3.5 Estimation; 3.6 Diagnostic Checking; 3.7 Model Building for Seasonal Time Series; 3.8 Time Series Model Building-An Overview; CHAFFER FOUR. THE THEORY OF FORECASTING; 4.1 Some Basic Concepts; 4.2 Generalized Cost Functions; 4.3 Properties of Optimal, Single-Series Forecasts; 4.4 Optimal Forecasts for Particular Models; 4.5 A Frequency-Domain Approach; 4.6 Expectations and Forecasts; 4.7 Unbiased Forecasts; 4.8 Invertibility; 4.9 Types of Forecasts; CHAFER FIVE. PRACTICAL METHODS FOR UNIVARIATE TIME SERIES FORECASTING | |
| 505 | 8 | |a 5.1 Introduction5.2 Box-Jenkins Forecasting Methods; 5.3 Exponential Smoothing Methods; 5.4 Stepwise Autoregression; 5.5 A Fully Automatic Forecasting Procedure Based on the Combination of Forecasts; 5.6 Comparison of Univariate Forecasting Procedures; CHAPTER SIX. FORECASTING FROM REGRESSION MODELS; 6.1 Introduction; 6.2 Single Equation Models; 6.3 Simultaneous Equation Models; 6.4 Danger of Spurious Regressions in Econometric Models; CHAPTER SEVEN. MULTIPLE SERIES MODELING AND FORECASTING; 7.1 Introduction; 7.2 Theoretical Models for Multiple Time Series; 7.3 Causality and Feedback | |
| 505 | 8 | |a 7.4 Co-Integrated Series and Error-Correction Models7.5 Properties of Optimal Multiseries Forecasts; 7.6 Forecasting Aggregates; 7.7 Rational Expectations; CHAPTER EIGHT. BUILDING MULTIPLE TIME SERIES FORECASTING MODELS; 8.1 Introduction; 8.2 Building Bivariate Models: Unidirectional Causality; 8.3 Building Vector ARMA Models; 8.4 Building Forecasting Models for Several Related Time Series; 8.5 Testing for Causality; 8.6 Testing for Co-Integration; CHAPTER NINE. THE COMBINATION AND EVALUATION OF FORECASTS; 9.1 Typical Suboptimality of Economic Forecasts; 9.2 The Combination of Forecasts | |
| 520 | |a Forecasting Economic Time Series. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Economic forecasting |x Mathematical models. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Economic forecasting. | |
| 650 | 6 | |a Pr�evision �economique. |0 (CaQQLa)201-0021501 | |
| 650 | 6 | |a S�erie chronologique. |0 (CaQQLa)201-0018628 | |
| 650 | 6 | |a Pr�evision �economique |0 (CaQQLa)201-0021501 |x Mod�eles math�ematiques. |0 (CaQQLa)201-0379082 | |
| 650 | 7 | |a Economic forecasting. |2 fast |0 (OCoLC)fst00901942 | |
| 650 | 7 | |a Economic forecasting |x Mathematical models. |2 fast |0 (OCoLC)fst00901951 | |
| 650 | 7 | |a Time-series analysis. |2 fast |0 (OCoLC)fst01151190 | |
| 650 | 7 | |a Prognose |2 gnd |0 (DE-588)4047390-9 | |
| 650 | 7 | |a Wirtschaft |2 gnd |0 (DE-588)4066399-1 | |
| 650 | 7 | |a Zeitreihenanalyse |2 gnd |0 (DE-588)4067486-1 | |
| 650 | 1 | 7 | |a Prognoses. |2 gtt |
| 650 | 1 | 7 | |a Tijdreeksen. |2 gtt |
| 653 | |a Economic forecasting |a Applications of time series analysis |a Applications in economic forecasting | ||
| 700 | 1 | |a Newbold, Paul. | |
| 776 | 0 | 8 | |i Print version: |a Granger, C.W.J. (Clive William John), 1934-2009. |t Forecasting economic time series. |b 2nd ed. |d Orlando : Academic Press, �1986 |w (DLC) 86008071 |w (OCoLC)13526027 |
| 830 | 0 | |a Economic theory, econometrics, and mathematical economics. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780122951831 |z Texto completo |