Coverart for item
The Resource Time series models for business and economic forecasting, Philip Hans Franses, Dick van Dijk and Anne Opschoor

Time series models for business and economic forecasting, Philip Hans Franses, Dick van Dijk and Anne Opschoor

Label
Time series models for business and economic forecasting
Title
Time series models for business and economic forecasting
Statement of responsibility
Philip Hans Franses, Dick van Dijk and Anne Opschoor
Creator
Contributor
Author
Subject
Language
eng
Summary
"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. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"--
Assigning source
Provided by publisher
Cataloging source
UK-WkNB
http://library.link/vocab/creatorDate
1963-
http://library.link/vocab/creatorName
Franses, Philip Hans
Dewey number
338.54420151955
Illustrations
illustrations
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Dijk, Dick van
  • Opschoor, Anne
http://library.link/vocab/subjectName
  • Time-series analysis
  • Social sciences
  • Business forecasting
  • Economic forecasting
Target audience
specialized
Label
Time series models for business and economic forecasting, Philip Hans Franses, Dick van Dijk and Anne Opschoor
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 284-297) and index
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Contents
Preface; 1. Introduction and overview; 2. Key features of economic time series; 3. Useful concepts in univariate time series analysis; 4. Trends; 5. Seasonality; 6. Aberrant observations; 7. Conditional heteroskedasticity; 8. Non-linearity; 9. Multivariate time series; Index
Control code
FIEb17504946
Dimensions
25 cm.
Edition
Second edition.
Extent
x, 300 pages
Isbn
9780521817707
Media category
unmediated
Media MARC source
rdamedia.
Other physical details
illustrations
System control number
  • (UK-WkNB)9780521817707
  • (StEdALDL)1/3171829
  • (OCoLC)879033915
Label
Time series models for business and economic forecasting, Philip Hans Franses, Dick van Dijk and Anne Opschoor
Publication
Bibliography note
Includes bibliographical references (pages 284-297) and index
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Contents
Preface; 1. Introduction and overview; 2. Key features of economic time series; 3. Useful concepts in univariate time series analysis; 4. Trends; 5. Seasonality; 6. Aberrant observations; 7. Conditional heteroskedasticity; 8. Non-linearity; 9. Multivariate time series; Index
Control code
FIEb17504946
Dimensions
25 cm.
Edition
Second edition.
Extent
x, 300 pages
Isbn
9780521817707
Media category
unmediated
Media MARC source
rdamedia.
Other physical details
illustrations
System control number
  • (UK-WkNB)9780521817707
  • (StEdALDL)1/3171829
  • (OCoLC)879033915

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...