Time series modelling with unobserved components
Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community. Time Series Modelling with Unobserved Components...
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL
CRC Press LLC
[2016]
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Table of Contents:
- Part 1 Statistical prediction and time series
- Statistical Prediction
- Time Series Concepts
- Part 2 Unobserved components
- Unobserved Components Model
- Regressors and Interventions
- Estimation
- Modelling
- Multivariate Models
- Part 3 Applications
- Business Cycle Analysis with UCM
- Case Studies
- Software for UCM