This book provides a concise, user-friendly guide to modeling time series data, with an emphasis on economic applications. Topics covered include the basics of ARIMA modeling, testing for unit roots and co-integration, various models for trending series, GARCH and stochastic volatility models, and models with structural breaks. The book uses a minimum of technical detail, and all techniques are fully explained and illustrated, in clear, easy-to-follow steps. The book will be a valuable resource for any businessperson seeking to analyze and understand trends in the larger economic environment. Practitioners working in such areas as economics, finance, marketing, public administration, and non-profit organizations should find it particularly useful.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
(nessuna copia disponibile)
Cerca: Inserisci un desiderataNon riesci a trovare il libro che stai cercando? Continueremo a cercarlo per te. Se uno dei nostri librai lo aggiunge ad AbeBooks, ti invieremo una notifica!
Inserisci un desiderata