INTRODUCES THE LATEST DEVELOPMENTS IN FORECASTING IN ADVANCED
QUANTITATIVE DATA ANALYSIS
This book presents advanced univariate multiple regressions, which can
directly be used to forecast their dependent variables, evaluate their
in-sample forecast values, and compute forecast values beyond the
sample period. Various alternative multiple regressions models are
presented based on a single time series, bivariate, and triple
time-series, which are developed by taking into account specific
growth patterns of each dependent variables, starting with the
simplest model up to the most advanced model. Graphs of the observed
scores and the forecast evaluation of each of the models are offered
to show the worst and the best forecast models among each set of the
models of a specific independent variable.
_Advanced Time Series Data Analysis: Forecasting Using EViews_
provides readers with a number of modern, advanced forecast models not
featured in any other book. They include various interaction models,
models with alternative trends (including the models with
heterogeneous trends), and complete heterogeneous models for monthly
time series, quarterly time series, and annually time series. Each of
the models can be applied by all quantitative researchers.
* Presents models that are all classroom tested
* Contains real-life data samples
* Contains over 350 equation specifications of various time series
models
* Contains over 200 illustrative examples with special notes and
comments
* Applicable for time series data of all quantitative studies
_Advanced Time Series Data Analysis: Forecasting Using EViews_ will
appeal to researchers and practitioners in forecasting models, as well
as those studying quantitative data analysis. It is suitable for those
wishing to obtain a better knowledge and understanding on forecasting,
specifically the uncertainty of forecast values.
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Forecasting Using EViews
Produktdetaljer
ISBN
9781119504740
Publisert
2019
Utgave
1. utgave
Utgiver
Vendor
Wiley-Blackwell
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter