Summary and Info
Elements of Forecasting is a concise, modern survey of business and economics forecasting methods. Written by a leading expert on forecasting, it focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed examples and case studies.-- Covers standard material (trend, seasonality, cycles) as well as more modern topics such as model selection, volatility models, unit roots and stochastic trends, vector autoregressions, and cointegration-- Highly applications-oriented, and numerous detailed real-world examples chosen from a variety of fields (including economics, economics, public policy, and engineering) to illustrate all methods.-- Integrates modern modeling and forecasting software, using Eviews output throughout to illustrate concepts. All the data analyzed is included on a disk packaged with the book-- Drives home the limits of forecasting through realistic examples in which not everything works perfectly
More About the Author
Francis X. Diebold is an American economist, currently the P. F. Miller, Jr. and E. W. S. Miller Professor of Social Science at University of Pennsylvania.
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