Haim Y Bleikh, Warren L Young

Time Series Analysis and Adjustment

Measuring, Modelling and Forecasting for Business and Economics

• Gebundenes Buch

Produktbeschreibung

In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and to provide statistics. An understanding of time series and the application and knowledge of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment - this is the first known published study to really deal with this issue of context.

Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 148
• Erscheinungstermin: 23. Juli 2014
• Englisch
• Abmessung: 234mm x 156mm x 10mm
• Gewicht: 390g
• ISBN-13: 9781409441922
• ISBN-10: 140944192X
• Artikelnr.: 45516317

Autorenporträt

Haim Y. Bleikh is a resident researcher at the Taub Center for Social Policy Studies in Israel. Warren L. Young is Associate Professor of Economics at Bar Ilan University, Israel.

Inhaltsangabe

Contents: Introduction
Literature survey
Forecasting
Univariate time series analysis
Further topics in time series analysis
The development of seasonal adjustment programs
Empirical analysis
Conclusions
References
Appendices
Index.