Time series models for business and economics forecasting /
| Autore principale: | |
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| Natura: | Libro |
| Lingua: | Inglés |
| Pubblicazione: |
Cambridge :
Cambridge University Press,
c1998.
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| Soggetti: |
Sommario:
- 1. Introduction abd 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.
- 10. Common features.