経営・経済予測のための時系列分析（第２版）
Time Series Models for Business and Economic Forecasting
Franses, Philip Hans
Dijk, Dick van
Opschoor, Anne
- 出版社：Cambridge University Press
- 出版年月：2014年 04月
- ISBN：9780521520911
- 装丁：PAP
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装丁について
- 言語：ENG
- 版次：2ND
- 巻数・ページ数：311 p.
- DDC分類：338.54420151955
- 内容紹介：
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Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide.