MARC Record from marc_nuls

LEADER: 02792cam 22003614a 4500
001 9920439310001661
005 20161129135605.0
008 001006s2001 flua b 001 0 eng
010 $a 00050843
015 $aGBA1-01233
020 $a1584880635 (alk. paper)
029 1 $aUKM$bbA101233
035 $a(CSdNU)u253683-01national_inst
035 $a(OCoLC)45172004
035 $a(OCoLC)45172004
040 $aDLC$cDLC$dUKM$dMUQ$dOCLCQ$dOrPss
042 $apcc
049 $aCNUM
050 00 $aQA280$b.C42 2001
082 00 $a519.5/5$221
100 1 $aChatfield, Christopher.
245 10 $aTime-series forecasting /$cChris Chatfield.
260 $aBoca Raton :$bChapman & Hall/CRC,$cc2001.
300 $ax, 267 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references (p. [245]-261) and index.
505 0 $aTypes of forecasting method -- Some preliminary questions -- The dangers of extrapolation -- Are forecasts genuinely out-of-sample? -- Brief overview of relevant literature -- Basics of Time-Series Analysis -- Different types of time series -- Objectives of time-series analysis -- Simple descriptive techniques -- Stationary stochastic processes -- Some classes of univariate time-series model -- The correlogram -- Univariate Time-Series Modelling -- ARIMA models and related topics -- State space models -- Growth curve models -- Non-linear models -- Time-series model building -- Univariate Forecasting Methods -- The prediction problem -- Model-based forecasting -- Ad hoc forecasting methods -- Some interrelationships and combinations -- Multivariate Forecasting Methods -- Single-equation models -- Vector AR and ARMA models -- Cointegration -- Econometric models -- Other approaches -- Some relationships between models -- A Comparative Assessment of Forecasting Methods -- Criteria for choosing a forecasting method -- Measuring forecast accuracy -- Forecasting competitions and case studies -- Choosing an appropriate forecasting method -- Calculating Interval Forecasts -- The need for different approaches -- Expected mean square prediction error -- Procedures for calculating P.I.s -- A comparative assessment -- Why are P.I.s too narrow? -- An example -- Summary and recommendations -- Model Uncertainty and Forecast Accuracy -- Introduction to model uncertainty -- Model building and data dredging -- Inference after model selection: Some findings -- Coping with model uncertainty.
650 0 $aTime-series analysis.
650 0 $aForecasting$xStatistical methods.
650 6 $aSerie chronologique.
650 6 $aPrevision$xModeles mathematiques.
949 $aQA 280 .C42 2001$i31786102026561
994 $a92$bCNU
999 $aQA 280 .C42 2001$wLC$c1$i31786102026561$d7/20/2011$e5/20/2011 $lCIRCSTACKS$mNULS$n2$q1$rY$sY$tBOOK$u9/29/2005