Using GENSTAT for Univariate Box-Jenkins Forecasting
Author : Marthinus Christoffel Koen
Publisher :
Page : 46 pages
File Size : 46,36 MB
Release : 1987
Category : Forecasting
ISBN : 9780799211351
Author : Marthinus Christoffel Koen
Publisher :
Page : 46 pages
File Size : 46,36 MB
Release : 1987
Category : Forecasting
ISBN : 9780799211351
Author : Helmut Lütkepohl
Publisher : Springer Science & Business Media
Page : 336 pages
File Size : 28,75 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642615848
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study.
Author : R. W. Payne
Publisher : Oxford University Press
Page : 824 pages
File Size : 29,99 MB
Release : 1993
Category : Mathematics
ISBN : 9780198523123
Genstat 5 Release 3 is the latest version of a popular statistical system that provides statistical summaries, analysis, data-handling, and graphics capabilities. Genstat--used worldwide on personal computers, workstations, and mainframe computers--has become the system of choice among many statisticians, researchers, and students across the many disciplines that use and apply statistics. This system guide has been rewritten for Release 3 and features new, example-rich chapters on basic statistics and on REML. It also clearly and practically details Release 3's many new capabilities, including the analysis of ordered categorical data, generalized additive models, combination of information in multi-stratum experimental designs, extensions to the REML (residual maximum-likelihood) algorithm, estimation of parameters of statistical distributions, further probability functions, simplified data input, and many new extensions for high resolution graphics, calculations, and manipulation. Both novices and seasoned users of Genstat will welcome this well-written, practical guide to Release 3.
Author : Astronomical Society of Southern Africa
Publisher :
Page : 190 pages
File Size : 50,73 MB
Release : 1989
Category : Astronomy
ISBN :
Author : R. W. Payne
Publisher : Oxford University Press, USA
Page : 776 pages
File Size : 27,95 MB
Release : 1987
Category : Mathematics
ISBN :
Genstat 5 is the latest version of the well-known statistical package Genstat. Written by the same group that devised the package, this volume will be the primary reference source for all users.
Author : Chris Chatfield
Publisher : CRC Press
Page : 281 pages
File Size : 32,44 MB
Release : 2000-10-25
Category : Business & Economics
ISBN : 1420036203
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Author : Terence C. Mills
Publisher : Edward Elgar Publishing
Page : 562 pages
File Size : 40,61 MB
Release : 1999
Category : Business & Economics
ISBN :
This is a collection of over 50 articles on economic forecasting. Topics cover: macroeconomic forecasting and policy-making; time series forecasting; the econometrics of forecasting; forecast evaluation; forecasting with leading indicators; and forecasting using surveys.
Author : Christopher Chatfield
Publisher :
Page : 260 pages
File Size : 28,63 MB
Release : 1989
Category : Time-series analysis
ISBN :
Author : Ian Simmers
Publisher : CRC Press
Page : 359 pages
File Size : 10,11 MB
Release : 2003-01-01
Category : Science
ISBN : 0203971302
In order to provide water security in the twenty-first century, there is universal agreement that a continuation of current policies and extrapolation of trends is not an option. Also clear is that from both water supply and development perspectives, the world's arid and semi-arid regions are those currently and potentially experiencing the highest
Author :
Publisher :
Page : 1550 pages
File Size : 10,72 MB
Release : 1993
Category : Electronic journals
ISBN :
A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.