Elements of Forecasting (Book Only) by Francis X. Diebold () [Francis X. Diebold] on *FREE* shipping on qualifying offers. Written by a leading expert on forecasting, this concise and modern text focuses on the core techniques of widest applicability and assumes only an elementary. Highlights: selective coverage focusing on the core forecasting techniques with the widest applicability; abundant use of real-world examples chosen from a.
|Published (Last):||15 November 2009|
|PDF File Size:||2.66 Mb|
|ePub File Size:||13.67 Mb|
|Price:||Free* [*Free Regsitration Required]|
Zorigoo Batbold added it Feb 20, Brian Bumpers rated it liked it Jul 13, Kit Lmk marked it as to-read Sep 14, An easy to use forecasting book for time series analysis.
Elements of forecasting – Francis X. Diebold – Google Books
Jon added it Oct 06, He has received widespread recognition for his work, including election to Fellowship in the Econometric Society, Sloan and Guggenheim Fellowships, and election to advisory and editorial boards of numerous leading journals, including Econometrica and Review of Economics and Statistics.
Written by a leading expert on forecasting, this diehold and modern text focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. Just a moment while we sign you in to your Goodreads account. References to this book The Analysis of Time Series: My library Help Advanced Book Search.
Andrew Evener added it Jun 25, Granny Weatherwax rated it really liked it Jun 16, In many Written by a leading expert on forecasting, this concise and modern text focuses on the core techniques of widest applicability and assumes only elments elementary background in statistics.
We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Soheilfirooz added it Mar 28, Pearl marked it as to-read Sep 22, It is applications-oriented and illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.
Account Options Sign in. To see what your friends thought of this book, please sign up.
Diebold Snippet view – He is married with three children and lives in Wayne, Pennsylvania. Lists with This Book.
Volatility Measurement, Modeling and Forecasting. From inside the book. David Harper added it Dec 31, The Analysis of Time Series: Amely Gibbons marked it as to-read May 23, Common terms and phrases 1-step-ahead Acorr Akaike info criterion analysis approximation ARMA models autocorrelations and partial chapter conditional mean correlogram covariance stationary cycles density forecasts Dependent Variable Dickey-Fuller Diebold discussion Displacement distributed lag disturbances Durbin-Watson statistic dynamics Econometrics economic example F-statistic Figure fore forecast error forecast error variance forecasting models graphics Holt-Winters housing starts hypothesis Included observations information set innovation intercept interval forecast judgmental forecast lag operator least squares linear regression linear trend Ljung-Box loss function model selection modeling and forecasting moving average moving-average process nonlinear optimal forecasts parameter estimation partial autocorrelation function point forecast polynomial R-squared random walk regression model residual plot right-hand-side variables S.
Elements of Forecasting – Francis X. Diebold – Google Books
The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations. Refresh and try again. Want to Read Currently Reading Read. John rated it liked it Feb 14, Nicole rated it liked it Nov 11, Statistical Elejents for Forecasting. H marked it as to-read Jul 07,