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Time Series Forecasting - 9781584880639

Un libro in lingua di Christopher Chatfield edito da Taylor & Francis, 2000

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The time-series forecasted methods used in economics, government, industry, and commerce are the subject of this volume, which will be useful to practitioners and researchers in these areas, as well as graduate students. A brief catalog of a wide scope of methods is provided, including the more recent models such as GARCH models, neural networks, and cointegrated models. The more important methods are then compared in terms of theory and empirical accuracy. The computation of prediction intervals and the effect of model uncertainty of forecast accuracy conclude the work. Chatfield is a reader in statistics at the U. of Bath in England. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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