Forecasting economic time series

Enhanced descriptions from Syndetics:

This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. Its key features are: gives a complete description, with applications, of the Box-Jenkins single series modeling techniques; extends the Box-Jenkins techniques to multivariate cases; compares forecasts from purely statistical and econometric models; pays careful attention to such problems as how to evaluate and compare forecasts; covers nonstationary and nonlinear models, co-integration and error-correction models.

Table of contents provided by Syndetics

• Introduction to the Theory of Time Series
• Spectral Analysis
• Building Linear Time Series Models
• The Theory of Forecasting
• Practical Methods for Univariate Time Series Forecasting
• Forecasting from Regression Models
• Multiple Series Modeling and Forecasting
• Building Multiple Time Series Forecasting Models
• The Combination and Evaluation of Forecasts
• Further Topics
• References
• Author Index
• Subject Index