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Time series analysis and adjustment : measuring, modelling and forecasting for business and economics için kapak resmi
Başlık:
Time series analysis and adjustment : measuring, modelling and forecasting for business and economics
Yazar:
Bleikh, Haim Y. author
ISBN:
9781409441922
Yazar Ek Girişi:
Fiziksel Tanımlama:
xii, 136 pages : illustrations ; 24 cm
İçerik:
Cover; Contents; List of Figures; List of Tables; List of Abbreviations; Introduction; 1 Literature Survey; 2 Forecasting; 2.1 Forecasting: Importance and Limitations; 2.2 Forecasting Models: A Brief Review; 3 Univariate Time Series Analysis; 3.1 ARIMA Model Building -- The Box-Jenkins (BJ) Approach; 3.2 General Non-Seasonal BJ Model; 3.3 Extensions of the BJ Approach; 3.4 Seasonal Time Series and BJ Analysis; 3.5 BJ Seasonal Models; 3.6 General Multiplicative Model: An Example; 4 Further Topics in Time Series Analysis; 4.1 Non-Stationary Time Series: Introduction. 4.2 Beveridge-Nelson (BN) Decomposition4.3 Nelson-Plosser (NP) Approach; 4.4 Hodrick-Prescott (HP) Filter; 4.5 Dynamic Systems: Introduction; 4.6 Granger Causality; 4.7 Cointegration and the Error Correction Model (ECM); 5 The Development of Seasonal Adjustment Programs; 5.1 Introduction; 5.2 A History of Seasonal Adjustment Programs; 5.3 X-11; 5.4 Seasonal Adjustment Issues; 5.5 X-11-ARIMA; 5.6 X-12-ARIMA (X-12); 5.7 TRAMO/SEATS; 6 Empirical Analysis; 6.1 Introduction; 6.2 Seasonal Adjustment Programs and Automatic Procedures -- Examples; 6.3 Holidays Effects: An Example of Pre-Adjustment. 6.4 Box-Jenkins Forecasting: An Example Using Quarterly Data6.5 Forecasting, Cointegration and Granger Causality: Possible Approaches and Case Studies; 6.6 Estimation Results for Differenced Form; 6.7 Estimation; 6.8 Annual Data Results; 6.9 Seasonal Adjustment Issues; 6.10 Empirical Examples and Case Studies: Conclusions; Conclusions; References; Appendix 1; Appendix 2; Appendix 3; Index.
Özet:
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and to provide statistics. An understanding of time series and the application and knowledge of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecas.
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Yer Numarası
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Kitap EKOBKN0001006 330.0151955 BLE 2014
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