Forecasting and Time Series: An Applied Approach

Abstract

An introduction to forecasting Basic statistical concepts Forecasting by using regression analysis Simple linear regression Multiple regression Topics in regression analysis Forecasting by using time series regression, decomposition methods and exponential smoothing Time series regression Decomposition methods Exponential smoothing Forecasting by using basic techniques of the box Jenkins methodology Nonseasonal, box-Jenkins models and their tentative identification Estimation, diagnostic checking and forecasting for nonseasonal box-Jenkins models An introduction to box-Jenkins seasonal modelling Forecasting by using advanced technology of the box-Jenkins methodology General box-Jenkins seasonal modelling Using the box-Jenkins methodology to improve time series regression models and to implement exponential smoothing Transfer functions and intervention models.