Introduction to time-series modeling and forecasting in business and economics /

Gaynor, Patricia E.

Introduction to time-series modeling and forecasting in business and economics / Patricia E. Gaynor, Rickey C. Kirkpatrick. - xxi,625 pages : illustrations ; 26 cm.

Part 1: Introduction and data management; introduction to forecasting and time-series analysis; building tools for time series analysis - describing an dtransforming data. Part 2: Modelling and forecasting trend; modelling trend using regression analysis; updating regression analysis with exponential smoothing. Part 3: Modelling and forecasting trend and seasonality; the decomposition model; updating seasonal models with winters' exponential smoothing. Part 4: The Box Jenkins procedure; the Box Jenkins methodology - seasonal models. Part 5: Econometric and other modelling procedures; multiple regression in time-series analysis - the causal model; combining forecast methodologies and fine tuning the forecast - judgmental factors in forecasting.


9780070349131 0070349134 :


Time-series analysis.
Social sciences--Statistical methods.
Business forecasting.
Economic forecasting.

Statistical analysis

519.55 / G.P.I