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Forecasting economic time series / William John Granger Clive

By: Granger, Clive William John [autor]Contributor(s): Newbold, Paul [autor]Series: Economic theory, econometrics and mathematical economicsPublisher: Orlando, Florida : Academic Press, ©1986Edition: 2nd editionDescription: xvi, 338 páginas : ilustraciones, tablas ; 24 cmContent type: Media type: Carrier type: ISBN: 0122951832Subject(s): Análisis de Regresión | Analisis de series de tiempo | Econometrìa | Pronostico de la economia -- Modelos matemáticos | Tecnicas de PrediccionDDC classification: 338.542
Contents:
Introduction to the theory of time series. -- Spectral analysis. -- Building linear time series models. -- The theory of forecasting. -- Practical methods for univariate time series forecasting. -- Forecasting from regression models. -- Multiple series modeling and forecasting. -- Building multiple time series forecasting models. -- The combination and evaluation of forecasts. -- Further topics.
Summary: The decade since the first edition of this book was prepared has seen many developments in time series analysis and forecasting theory and practice, particularly as applied to economics. One of the most significant developments has been the acceptance of time series procedures in mainstream economic theory and econometric model building, as can be seen, for example, from the interest in rational expectations theory and in causality testing. This new edition attempts to reflect some of these developments. The major changes are in the theory and applications of multiple series modeling procedures. Chapter 7 of the first edition. Has been expanded to two chapters, chapters 7 and 8, in this edition.
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Item type Current location Collection Call number Vol info Copy number Status Date due Barcode Item holds
Book Book B. Campus los Cerros
Colección general
Colección general 338.542 G758 (Browse shelf) 1986 1 Available 0000042344
Total holds: 0

Includes bibliography and index.

Introduction to the theory of time series. -- Spectral analysis. -- Building linear time series models. -- The theory of forecasting. -- Practical methods for univariate time series forecasting. -- Forecasting from regression models. -- Multiple series modeling and forecasting. -- Building multiple time series forecasting models. -- The combination and evaluation of forecasts. -- Further topics.

The decade since the first edition of this book was prepared has seen many developments in time series analysis and forecasting theory and practice, particularly as applied to economics. One of the most significant developments has been the acceptance of time series procedures in mainstream economic theory and econometric model building, as can be seen, for example, from the interest in rational expectations theory and in causality testing. This new edition attempts to reflect some of these developments. The major changes are in the theory and applications of multiple series modeling procedures. Chapter 7 of the first edition. Has been expanded to two chapters, chapters 7 and 8, in this edition.

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