株式会社極東書店トップ商品一覧Time Series Models for Business and Economic Forecasting. 2nd ed.

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Time Series Models for Business and Economic Forecasting.

Time Series Models for Business and Economic Forecasting. 2nd ed. 経営・経済予測のための時系列モデル 第2版

・ISBN 978-0-521-81770-7 hard GB£ 99.00

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・ISBN 978-0-521-52091-1 paper GB£ 49.00

¥15,523.- (税込) (※)価格はご注文時の参考価格となります。
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電子版あり 大学・学術機関向け電子ブック(eBook)ISBN 978-1-139-04989-4

著者・編者Franses, Philip Hans / van Dijk, D. / Opschoor, A.,
出版社(Cambridge U. Pr., UK)
出版年月2014
ページ数300 pp.
言語ENG
ニュース番号<488-185>

解説

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. Downloadable datasets are available online.