This textbook by Philip Hans Franses covers forecasting models and time series analysis with a strong practical focus for business and economics. It offers a fully updated, classroom-tested second edition that helps students independently develop effective models for business applications.
Contents
The text addresses essential principles of time series analysis and forecasting models for business, including univariate analysis, trends, seasonal effects, aberrations, heteroscedasticity, and multivariate time series. With an example-driven approach, the book helps in understanding and applying techniques needed to create reliable models for business and economic forecasting. New theoretical and practical exercises guide the user step by step.
Product specifications
- Author: Philip Hans Franses
- Publisher: Cambridge University Press
- Binding: Trade paperback (US)
- Publication date: 2014-04-24
- Number of pages: 311
- ISBN: 9780521520911
- Subject: Economic forecasting
- BISAC: BUSINESS & ECONOMICS / Forecasting
About the author
Philip Hans Franses is a professor of applied econometrics and marketing research at the Erasmus School of Economics. His knowledge is combined with contributions from Dick van Dijk and Anne Opschoor, experts in financial econometrics and economic modeling.