An Introduction to Short Term Forecasting Using the Box-Jenkins Methodology PDF Download

Author: Vincent A. Mabert
Publisher:
ISBN:
Category : Social Science
Languages : en
Pages : 68

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Author: John C. Hoff
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 344

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Author:
Publisher: Pearson Education India
ISBN: 9788131716335
Category :
Languages : en
Pages : 620

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Book Description
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.

Author: Spyros G. Makridakis
Publisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 322

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Book Description
STATISTICS. ECONOMETRIC METHODS. EXTRAPOLATION METHODS. BOX-JENKINS. AEP FILTERING. BAYESIAN FORECASTING. NAIVE METHOD. MOVING AVERAGE METHOD. EXPONENTIAL SMOOTHING METHOD. REGRESSION METHOD. FORSYS METHOD. SALES FORECASTING.

Author: Robert A. Yaffee
Publisher: Academic Press
ISBN: 0127678700
Category : Mathematics
Languages : en
Pages : 556

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Book Description
A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.

Author: Peter J. Brockwell
Publisher: Springer Science & Business Media
ISBN: 1475725264
Category : Mathematics
Languages : en
Pages : 429

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Book Description
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.

Author: Alan Pankratz
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 584

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Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.

Author: Dimitrios Asteriou
Publisher: Palgrave Macmillan
ISBN: 9780230271821
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers

Author: Vinay Kothari
Publisher: Springer
ISBN: 3319169467
Category : Business & Economics
Languages : en
Pages : 644

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Book Description
This volume includes the full proceedings from the 1982 Academy of Marketing Science (AMS) Annual Conference held in Las Vegas, Nevada. It provides a variety of quality research in the fields of marketing theory and practice in areas such as consumer behaviour, marketing management, marketing education, industrial marketing, and international marketing, among others. Founded in 1971, the Academy of Marketing Science is an international organization dedicated to promoting timely explorations of phenomena related to the science of marketing in theory, research, and practice. Among its services to members and the community at large, the Academy offers conferences, congresses and symposia that attract delegates from around the world. Presentations from these events are published in this Proceedings series, which offers a comprehensive archive of volumes reflecting the evolution of the field. Volumes deliver cutting-edge research and insights, complimenting the Academy’s flagship journals, the Journal of the Academy of Marketing Science (JAMS) and AMS Review. Volumes are edited by leading scholars and practitioners across a wide range of subject areas in marketing science.

Author: Jason Brownlee
Publisher: Machine Learning Mastery
ISBN:
Category : Mathematics
Languages : en
Pages : 359

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Book Description
Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.