MARC details
| 000 -LEADER |
|---|
| fixed length control field |
05988cam a2200373 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1119504732 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119504818 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1119504813 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119504740 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1119504740 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119504733 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
CUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Agung, I Gusti Ngurah, |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Advanced time series data analysis : |
| Sub title |
forecasting using EViews / |
| Statement of responsibility, etc. |
I. Gusti Ngurah Agung. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Hoboken, NJ : |
| Name of publisher, distributor, etc. |
John Wiley & Sons, Inc., |
| Date of publication, distribution, etc. |
2019. |
| 260 #4 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Date of publication, distribution, etc. |
©2019 |
| 300 ## - DESCRIPTION |
|---|
| Extent |
1 online resource (xvii, 520 pages) |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Intro; Title Page; Copyright Page; Contents; About the Author; Preface; Chapter 1 Forecasting a Monthly Time Series; 1.1 Introduction; 1.2 Forecasting Using LV(p) Models; 1.2.1 Basic or Regular LV(p) Models; 1.2.2 Special LV(p) Models; 1.3 Forecasting Using the LVARMA(p,q,r) Model; 1.3.1 Special Notes on the ARMA Model; 1.3.2 Application of Special LVAR Models; 1.4 Forecasting Using TGARCH(a,b,c) Models; 1.4.1 Application of ARCH(a), GARCH(b), and TARCH(c) Models; 1.4.2 Application of TGARCH(a,b,0) Models; 1.4.3 Application of TGARCH(a,b,c) Models; 1.4.4 Other Alternative Models |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1.5 Instrumental Variables Models1.5.1 Application of the GMM Estimation Method; 1.5.2 Application of the TSLS Estimation Method; 1.6 Special Notes and Comments on Residual Analysis; 1.6.1 Specific Residual Analysis; 1.6.2 Additional Special Notes and Comments; 1.6.3 Serial Correlation Tests; 1.7 Statistical Results Using Alternative Options; 1.7.1 Application of an Alternative Coefficient Covariance Matrix; 1.7.2 Application of Selected Combinations of Options; 1.7.3 Final Notes and Conclusions; Chapter 2 Forecasting with Time Predictors; 2.1 Introduction |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
2.2 Application of LV(p) Models of HS on MONTH by YEAR2.2.1 Special LV(12) Models of HS on MONTH by YEAR; 2.2.2 Application of the Omitted Variables Test -- Likelihood Ratio; 2.2.3 Heterogeneous Model of HS on HS(-12) and Month by YEAR; 2.3 Forecast Models of HS on MONTH by YEAR; 2.3.1 Application of LV(1) Models of HS on MONTH by YEAR; 2.3.2 Application of Basic LV(p) Models of HS on MONTH by YEAR; 2.3.3 Application of AR(q) Models of HS on MONTH by YEAR; 2.3.4 Application of ARMA(q,r) Models of HS on MONTH by YEAR; 2.3.5 Application of LVAR(p,q) Models of HS on MONTH by YEAR |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
2.3.6 Application of LVAR(p,q) Models of HS on YEAR by MONTH2.4 Heterogeneous Classical Growth Models; 2.4.1 Forecasting Based on LV(p) Het_CGMs of HS; 2.4.2 Forecasting Based on AR(q) Het_CGMs; 2.4.3 Forecasting Based on LVAR(p,q) Het_CGMs; 2.5 Forecast Models of G in Currency.wf1; 2.5.1 LVAR(p,q) Additive Models of G by @Month with @Trend; 2.5.2 LV(1) Heterogeneous Models of G by @Month; 2.6 Forecast Models of G on G(-1) and Polynomial Time Variables; 2.6.1 Heterogeneous Model of G on G(-1) and Polynomial T by @Month; 2.6.2 Forecast Model of G on G(-1) with Heterogeneous Polynomial Trend |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
2.7 Forecast Models of CURR in Currency.wf12.7.1 Developing Scatter Graphs with Regressions; 2.7.2 Additive Forecast Models of CURR with a Time Predictor; 2.7.3 Interaction Forecast Models of CURR; 2.7.4 Forecast Models Based on Subsamples; Chapter 3 Continuous Forecast Models; 3.1 Introduction; 3.2 Forecasting of FSPCOM; 3.2.1 Simple Continuous Models of FSPCOM; 3.2.2 LVAR(p,q) Models of Y = FSPCOM with Polynomial Trend; 3.2.3 Translog Models with Time Predictor; 3.3 Forecasting Based on Subsamples; 3.3.1 Lag Variable Models With Lower and Upper Bounds |
| 650 #0 - SUBJECT |
|---|
| Keyword |
Time-series analysis. |
| 650 #0 - SUBJECT |
|---|
| Keyword |
Econometric models. |
| 650 #7 - SUBJECT |
|---|
| Keyword |
MATHEMATICS / Applied |
| 650 #7 - SUBJECT |
|---|
| Keyword |
MATHEMATICS / Probability & Statistics / General |
| 650 #7 - SUBJECT |
|---|
| Keyword |
Econometric models. |
| 650 #7 - SUBJECT |
|---|
| Keyword |
Time-series analysis. |
| 856 40 - ONLINE RESOURCES |
|---|
| url |
https://doi.org/10.1002/9781119504818 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
e-Books |
