| 本书的主要特点
清晰、完善地介绍了Box-Jenkins方法。 精确、易于理解地讨论了传递函数和干涉模型，并介绍了多元时间序列分析。 给出了基于真实案例的大量习题。 使用MINITAB和SAS输出给出预测的结果，并有选修的章节详细讲述MINITAB和SAS的用法。 |
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| PART I INTRODUCTION CHAPTER 1 AN INTRODUCTION TO FORECASTING 2 1.1 Introduction 1.2 Forecasting and Time Series 1.3 Forecasting Methods 1.4 Errors in Forecasting 1.5 Choosing a Forecasting Technique 1.6 An Overview of Quantitative Forecasting Techniques 1.7 Computer Packages: Minitab and SAS Exercises CHAPTER 2 BASIC STATISTICAL CONCEPTS 2.1 Populations 2.2 Probability 2.3 Random Samples and Sample Statistics 2.4 Continuous Probability Distributions 2.5 The Normal Probability Distribution 2.6 The t-Distribution, the F-Distribution, and the Chi-Square Distribution 2.7 Confidence Intervals for a Population Mean 2.8 Hypothesis Testing for a Population Mean Exercises PART II FORECASTING BY USING REGRESSION ANALYSIS CHAPTER 3 SIMPLE LINEAR REGRESSION 3.1 The Simple Linear Regression Model 3.2 The Least Squares Point Estimates 3.3 Point Estimates and Point Predictions 3.4 Model Assumptions, the Mean Square Error, and the Standard Error 3.5 Testing the Significance of the Independent Variable 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 3.7 Simple Coefficients of Determination and Correlation 3.8 An F-Test for the Simple Linear Regression Model 3.9 Using the Computer Exercises CHAPTER 4 MULTIPLE REGRESSION CHAPTER 5 TOPICS IN REGRESSION ANALYSIS PART III FORECASTING BY USING TIME SERIES REGRESSION, DECOMPOSITION METHODS, AND EXPONENTIAL SMOOTHING CHAPTER 6 TIME SERIES REGRESSION CHAPTER 7 DECOMPOSITION METHODS CHAPTER 8 PART IV FORECASTING BY USING BASIC TECHNIQUES OF THE BOX-JENKINS METHODOLOGY CHAPTER 9 NONSEASONAL BOX-JENKINS MODELS AND THEIR TENTATIVE IDENTIFICATION CHAPTER 10 ESTIMATION, DIAGNOSTIC CHECKING, AND FORECASTING FOR NONSEASONAL BOX-JENKINS MODELS CHAPTER 11 AN INTRODUCTION TO BOX-JENKINS SEASONAL MODELING PART V FORECASTING BY USING ADVANCED TECHNIQUES OF THE BOX-JENKINS METHODOLOGY CHAPTER12 GENERAL BOX-JENKINS SEASONAL MODELING CHAPTER13 USING THE BOX-JENKINS METHODOLOGY TO IMPROVE TIME SERIES REGRESSION MODELS CHAPTER 14 TRANSFER FUNCTIONS AND INTERVENTION MODELS APPENDIX A STATISTICAL TABLES APPENDIX B REFERENCES |
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