ABSTRACT

For junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics.

A student-friendly approach to understanding forecasting.

Knowledge of forecasting methods is among the most demanded qualifications for professional economists, and business people working in either the private or public sectors of the economy. The general aim of this textbook is to carefully develop sophisticated professionals, who are able to critically analyze time series data and forecasting reports because they have experienced the merits and shortcomings of forecasting practice.

part 1|78 pages

Statistics and Time Series

chapter 1|23 pages

Introduction and Context

chapter 2|28 pages

Review of the Linear Regression Model

chapter 3|27 pages

Statistics and Time Series

part 2|258 pages

Modeling Linear Dependence Forecasting with Time Series Models

part 3|110 pages

Modeling More Complex Dependence

chapter 13|22 pages

Forecasting Volatility I

chapter 14|36 pages

Forecasting Volatility II