Some Aspects Of Forecasting Techniques In Econometrics

ISBN-13: 9783659478918 / Angielski / Miękka / 2013 / 168 str.

Yadavendra Babu S.;Subbarayudu M.;Pagadala Balasiddamuni

Opis

In The present book Chapter - I is an introductory one. It contains the general introduction about the problem of forecasting besides objectives and organization of the research.Chapter - II describes the various basic forecasting models such as Naive, Moving averages, Simple smoothing, Double moving averages and Double smoothing, triple smoothing and adaptive smoothing forecasting models. Chapter - III deals with the Adaptive, Filtering and Combination for forecasting techniques. Chapter - IV gives the need for exponential smoothing forecasting model along with model selection criterion. Chapter - V presents the presents the various autoregressive forecasting models such as ARMA, ARIMA and STARMA models with their link with dynamic linear models .Chapter - VI proposes some new forecasting techniques in econometrics. Chapter - VII epitomizes the conclusions based on the present book..Several relevant articles regarding the forecasting techniques have been presented under a separate title BIBLIOGRAPHY.

O autorze

He is working as Deputy Manager, Ford Business Services Center, India. He is having 8 years of teaching & research experience & having 7 years of industry experience in applying advanced Statistical techniques using SAS, SPSS and R.He published a paper in Direct Marketing Analytics Journal and presented 13 research papers in various Conferences.