Forecasting and time series: an applied approach
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Belmont, Calif.
Duxbury Press
1993
|
| Edition: | 3. ed. |
| Series: | The Duxbury advanced series in statistics and decision sciences
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | 2. Aufl. u.d.T.: Bowerman, Bruce L.: Time series forecasting |
| Physical Description: | XVI, 726 S. graph. Darst. |
| ISBN: | 0534932517 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV008277184 | ||
| 003 | DE-604 | ||
| 005 | 20030813 | ||
| 007 | t | ||
| 008 | 931018s1993 xxud||| |||| 00||| eng d | ||
| 020 | |a 0534932517 |9 0-534-93251-7 | ||
| 035 | |a (OCoLC)605304916 | ||
| 035 | |a (DE-599)BVBBV008277184 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-739 |a DE-N2 |a DE-384 |a DE-945 |a DE-355 |a DE-M49 |a DE-11 |a DE-188 | ||
| 050 | 0 | |a QA280 | |
| 082 | 0 | |a 003/.2/015195 |2 20 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 845 |0 (DE-625)143262: |2 rvk | ||
| 084 | |a MAT 634f |2 stub | ||
| 100 | 1 | |a Bowerman, Bruce L. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Forecasting and time series |b an applied approach |c Bruce L. Bowerman ; Richard T. OĆonnell |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a Belmont, Calif. |b Duxbury Press |c 1993 | |
| 300 | |a XVI, 726 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a The Duxbury advanced series in statistics and decision sciences | |
| 500 | |a 2. Aufl. u.d.T.: Bowerman, Bruce L.: Time series forecasting | ||
| 650 | 7 | |a Prognoses |2 gtt | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
| 650 | 4 | |a Forecasting |x Statistical methods | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 0 | 7 | |a Mathematische Methode |0 (DE-588)4155620-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihe |0 (DE-588)4127298-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognose |0 (DE-588)4047390-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Prognose |0 (DE-588)4047390-9 |D s |
| 689 | 0 | 1 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Prognose |0 (DE-588)4047390-9 |D s |
| 689 | 1 | 1 | |a Zeitreihe |0 (DE-588)4127298-5 |D s |
| 689 | 1 | 2 | |a Mathematische Methode |0 (DE-588)4155620-3 |D s |
| 689 | 1 | |5 DE-188 | |
| 700 | 1 | |a OĆonnell, Richard T. |e Verfasser |4 aut | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005468687&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-005468687 | ||
Record in the Search Index
| _version_ | 1804122673509302272 |
|---|---|
| adam_text | CONTENTS
PART l
INTRODUCTION 1
CHAPTER 1
AN INTRODUCTION TO FORECASTING 2
1.1 Introduction 2
1.2 Forecasting and Time Series 3
1.3 Forecasting Methods 8
1.4 Errors in Forecasting 12
1.5 Choosing a Forecasting Technique 17
1.6 An Overview of Quantitative Forecasting Techniques 19
1.7 Computer Packages: Minitab and SAS 23
Exercises 23
CHAPTER 2
BASIC STATISTICAL CONCEPTS 26
2.1 Populations 27
2.2 Probability 29
2.3 Random Samples and Sample Statistics 31
xi
JCH CONTENTS
2.4 Continuous Probability Distributions 34
2.5 The Normal Probability Distribution 36
2.6 The ^Distribution, the F Distribution, and the Chi Square Distribution 45
2.7 Confidence Intervals for a Population Mean 48
2.8 Hypothesis Testing for a Population Mean 58
Exercises 72
PART JJ
FORECASTING BY USING REGRESSION ANALYSIS 76
CHAPTER 3
SIMPLE LINEAR REGRESSION 77
3.1 The Simple Linear Regression Model 78
3.2 The Least Squares Point Estimates 86
3.3 Point Estimates and Point Predictions 90
3.4 Model Assumptions, the Mean Square Error, and the Standard Error 93
3.5 Testing the Significance of the Independent Variable 97
3.6 A Confidence Interval for a Mean Value of the Dependent Variable and a
Prediction Interval for an Individual Value of the Dependent Variable 104
3.7 Simple Coefficients of Determination and Correlation 112
3.8 An F Test for the Simple Linear Regression Model 118
*3.9 Using the Computer 121
Exercises 122
CHAPTER 4
MULTIPLE REGRESSION 131
4.1 The Linear Regression Model 132
4.2 The Least Squares Point Estimates 144
4.3 Point Estimates and Point Predictions 149
4.4 The Regression Assumptions and the Standard Error 153
4.5 Multiple Coefficients of Determination and Correlation 156
4.6 An F Test for the Overall Model 159
*This is an optional section.
CONTENTS Xiii
4.7 Statistical Inference for $ and Multicollinearity 161
4.8 Confidence Intervals and Prediction Intervals 166
4.9 An Introduction to Model Building 172
4.10 Residual Analysis 179
*4.11 Using the Computer 198
Exercises 200
CHAPTER 5
TOPICS IN REGRESSION ANALYSIS 214
5.1 Interaction 215
5.2 An F Test for a Portion of a Model 226
5.3 Using Dummy Variables to Model Qualitative Independent Variables 230
5.4 Advanced Concepts of Multicollinearity 240
5.5 Advanced Model Comparison Methods 248
5.6 Stepwise Regression, Forward Selection, Backward Elimination,
and Maximum R2 Improvement 255
5.7 Outlying and Influential Observations 260
5.8 Handling Unequal Variances 266
*5.9 Using the Computer 270
Exercises 273
1A11_ lll
FORECASTING BY USING TIME SERIES REGRESSION,
DECOMPOSITION METHODS,
AND EXPONENTIAL SMOOTHING 289
CHAPTER 6
TIME SERIES REGRESSION 290
6.1 Modeling Trend by Using Polynomial Functions 291
6.2 Detecting Autocorrelation 301
6.3 Types of Seasonal Variation 308
*This is an optional section.
xiv CONTENTS
6.4 Modeling Seasonal Variation by Using Dummy Variables
and Trigonometric Functions 316
6.5 Growth Curve Models 325
6.6 Handling First Order Autocorrelation 330
*6.7 Using the Computer 337
Exercises 342
CHAPTER 7
DECOMPOSITION METHODS 354
7.1 Multiplicative Decomposition 355
7.2 Additive Decomposition 368
7.3 Shifting Seasonal Patterns 370
7.4 The Census II Decomposition Method and SAS PROC XI1 373
*7.5 Using the Computer 374
Exercises 375
CHAPTER 8
Exponential Smoothing 379
8.1 Simple Exponential Smoothing 380
8.2 Adaptive Control Procedures 386
8.3 Double Exponential Smoothing 389
8.4 Winters Method 403
8.5 Exponential and Damped Trends 421
8.6 Prediction Intervals 427
8.7 Concluding Comments 430
*8.8 Using the Computer 431
Exercises 431
PART lv
FORECASTING BY USING BASIC TECHNIQUES
OF THE BOX JENKINS METHODOLOGY 435
*This is an optional section.
CONTENTS XV
CHAPTER 9
NONSEASONAL BOX JENKINS MODELS
AND THEIR TENTATIVE IDENTIFICATION 436
9.1 Stationary and Nonstationary Time Series 437
9.2 The Sample Autocorrelation and Partial
Autocorrelation Functions: The SAC and SPAC 441
9.3 An Introduction to Nonseasonal Modeling and Forecasting 457
9.4 Tentative Identification of Nonseasonal Box Jenkins Models 467
*9.5 Using the Computer 477
Exercises 478
CHAPTER 10
ESTIMATION, DIAGNOSTIC CHECKING, AND FORECASTING
FOR NONSEASONAL BOX JENKINS MODELS 487
10.1 Estimation 488
10.2 Diagnostic Checking 496
10.3 Forecasting 502
10.4 A Case Study 504
*10.5 Using the Computer 512
Exercises 514
CHAPTER 11
AN INTRODUCTION TO
BOX JENKINS SEASONAL MODELING 521
11.1 Transforming a Seasonal Time Series into a Stationary Time Series 521
11.2 Two Examples of Seasonal Modeling and Forecasting 533
*11.3 Using the Computer 550
Exercises 552
PART v
FORECASTING BY USING ADVANCED TECHNIQUES OF
THE BOX JENKINS METHODOLOGY 566
This is an optional section.
XVI CONTENTS
CHAPTER 12
GENERAL BOX JENKINS SEASONAL MODELING 567
12.1 The General Seasonal Model and Guidelines for Tentative Identification 568
12.2 Improving an Inadequate Seasonal Model 581
*12.3 Using the Computer 595
Exercises 596
CHAPTER 13
USING THE BOX JENKINS METHODOLOGY TO
IMPROVE TIME SERIES REGRESSION MODELS
AND TO IMPLEMENT EXPONENTIAL SMOOTHING 606
13.1 Box Jenkins Error Term Models in Time Series Regression 607
13.2 Seasonal Intervention Models 618
13.3 Box Jenkins Implementation of Exponential Smoothing 625
*13.4 Using the Computer 639
Exercises 643
CHAPTER 14
TRANSFER FUNCTIONS AND INTERVENTION MODELS 657
14.1 A Three Step Procedure for Building a Transfer Function Model 658
14.2 Intervention Models 677
*14.3 Using the Computer 689
Exercises 694
APPENDIX A
STATISTICAL TABLES 706
APPENDIX B
REFERENCES 716
Index 719
*This is an optional section.
|
| any_adam_object | 1 |
| author | Bowerman, Bruce L. OĆonnell, Richard T. |
| author_facet | Bowerman, Bruce L. OĆonnell, Richard T. |
| author_role | aut aut |
| author_sort | Bowerman, Bruce L. |
| author_variant | b l b bl blb r t o rt rto |
| building | Verbundindex |
| bvnumber | BV008277184 |
| callnumber-first | Q - Science |
| callnumber-label | QA280 |
| callnumber-raw | QA280 |
| callnumber-search | QA280 |
| callnumber-sort | QA 3280 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 SK 845 |
| classification_tum | MAT 634f |
| ctrlnum | (OCoLC)605304916 (DE-599)BVBBV008277184 |
| dewey-full | 003/.2/015195 |
| dewey-hundreds | 000 - Computer science, information, general works |
| dewey-ones | 003 - Systems |
| dewey-raw | 003/.2/015195 |
| dewey-search | 003/.2/015195 |
| dewey-sort | 13 12 515195 |
| dewey-tens | 000 - Computer science, information, general works |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02206nam a2200565 c 4500</leader><controlfield tag="001">BV008277184</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20030813 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">931018s1993 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0534932517</subfield><subfield code="9">0-534-93251-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)605304916</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV008277184</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-M49</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA280</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">003/.2/015195</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 845</subfield><subfield code="0">(DE-625)143262:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 634f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bowerman, Bruce L.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Forecasting and time series</subfield><subfield code="b">an applied approach</subfield><subfield code="c">Bruce L. Bowerman ; Richard T. OĆonnell</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">3. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Belmont, Calif.</subfield><subfield code="b">Duxbury Press</subfield><subfield code="c">1993</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVI, 726 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">The Duxbury advanced series in statistics and decision sciences</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">2. Aufl. u.d.T.: Bowerman, Bruce L.: Time series forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Prognoses</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Tijdreeksen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Forecasting</subfield><subfield code="x">Statistical methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Time-series analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematische Methode</subfield><subfield code="0">(DE-588)4155620-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihe</subfield><subfield code="0">(DE-588)4127298-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Zeitreihe</subfield><subfield code="0">(DE-588)4127298-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Mathematische Methode</subfield><subfield code="0">(DE-588)4155620-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">OĆonnell, Richard T.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005468687&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-005468687</subfield></datafield></record></collection> |
| id | DE-604.BV008277184 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:17:37Z |
| institution | BVB |
| isbn | 0534932517 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005468687 |
| oclc_num | 605304916 |
| open_access_boolean | |
| owner | DE-739 DE-N2 DE-384 DE-945 DE-355 DE-BY-UBR DE-M49 DE-BY-TUM DE-11 DE-188 |
| owner_facet | DE-739 DE-N2 DE-384 DE-945 DE-355 DE-BY-UBR DE-M49 DE-BY-TUM DE-11 DE-188 |
| physical | XVI, 726 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Duxbury Press |
| record_format | marc |
| series2 | The Duxbury advanced series in statistics and decision sciences |
| spelling | Bowerman, Bruce L. Verfasser aut Forecasting and time series an applied approach Bruce L. Bowerman ; Richard T. OĆonnell 3. ed. Belmont, Calif. Duxbury Press 1993 XVI, 726 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier The Duxbury advanced series in statistics and decision sciences 2. Aufl. u.d.T.: Bowerman, Bruce L.: Time series forecasting Prognoses gtt Tijdreeksen gtt Forecasting Statistical methods Time-series analysis Mathematische Methode (DE-588)4155620-3 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihe (DE-588)4127298-5 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Prognose (DE-588)4047390-9 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Zeitreihe (DE-588)4127298-5 s Mathematische Methode (DE-588)4155620-3 s DE-188 OĆonnell, Richard T. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005468687&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bowerman, Bruce L. OĆonnell, Richard T. Forecasting and time series an applied approach Prognoses gtt Tijdreeksen gtt Forecasting Statistical methods Time-series analysis Mathematische Methode (DE-588)4155620-3 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Zeitreihe (DE-588)4127298-5 gnd Prognose (DE-588)4047390-9 gnd |
| subject_GND | (DE-588)4155620-3 (DE-588)4067486-1 (DE-588)4127298-5 (DE-588)4047390-9 |
| title | Forecasting and time series an applied approach |
| title_auth | Forecasting and time series an applied approach |
| title_exact_search | Forecasting and time series an applied approach |
| title_full | Forecasting and time series an applied approach Bruce L. Bowerman ; Richard T. OĆonnell |
| title_fullStr | Forecasting and time series an applied approach Bruce L. Bowerman ; Richard T. OĆonnell |
| title_full_unstemmed | Forecasting and time series an applied approach Bruce L. Bowerman ; Richard T. OĆonnell |
| title_short | Forecasting and time series |
| title_sort | forecasting and time series an applied approach |
| title_sub | an applied approach |
| topic | Prognoses gtt Tijdreeksen gtt Forecasting Statistical methods Time-series analysis Mathematische Methode (DE-588)4155620-3 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Zeitreihe (DE-588)4127298-5 gnd Prognose (DE-588)4047390-9 gnd |
| topic_facet | Prognoses Tijdreeksen Forecasting Statistical methods Time-series analysis Mathematische Methode Zeitreihenanalyse Zeitreihe Prognose |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005468687&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT bowermanbrucel forecastingandtimeseriesanappliedapproach AT oconnellrichardt forecastingandtimeseriesanappliedapproach |