Forecasting economic time series

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Forecasting economic time series / C.W.J. Granger, Paul Newbold

版:

2nd ed

資料種別:

図書

出版情報:

Orlando ; San Diego ; Tokyo : Academic Press, c1986

形態:

xiv, 338 p. ; 24 cm

シリーズ名:

Economic theory, econometrics, and mathematical economics <BA00350877>

著者名:

ISBN:

9780122951831 [0122951832] (: hard)
9780122951848 [0122951840] (: pbk)

書誌ID:

BA00683009

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

その他の標題:

Forecasting in business and economics

注記:

Bibliography: p. 317-330
Includes indexes

主題:

Economic forecasting--Mathematical models; Time-series analysis

言語:

英語

目次情報:

Introduction to the Theory of Time Series

Spectral Analysis

Building Linear Time Series Models

The Theory of Forecasting

Practical Methods for Univariate Time Series Forecasting

Forecasting from Regression Models

Multiple Series Modeling and Forecasting

Building Multiple Time Series Forecasting Models

The Combination and Evaluation of Forecasts

Further Topics

References

Author Index

Subject Index

Introduction to the Theory of Time Series

Spectral Analysis

Building Linear Time Series Models

The Theory of Forecasting

Practical Methods for Univariate Time Series Forecasting

Forecasting from Regression Models

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