Some Aspects Of Forecasting Techniques In Econometrics

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'.

Autorentext

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.

Klappentext

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 .