Statistics

mathematical foretelling USING THE BOX-JENKINS methodological analysis technical foul BRIEFING JOSEPH GEORGE CALDWELL, PHD © 2007 JOSEPH GEORGE CALDWELL. ALL RIGHTS RESERVED. affix AT INTERNET WEBSITES http://www.foundationwebsite.org AND http://www.foundation.bw . may BE COPIED OR REPOSTED FOR NONCOMMERCIAL USE, WITH ATTRIBUTION. Note: The document The Box-Jenkins calculate Technique, stick on at http://www.foundationwebsite.org/BoxJenkins.htm , presents a nontechnical comment of the Box-Jenkins methodology. For a technical description of the Box-Jenkins approach, see the document, TIMES Box-Jenkins anticipate System, stick on at http://www.foundationwebsite.org/TIMESVol1TechnicalBackground.htm . A computer plan that quarter be used to develop a huge severalise of Box-Jenkins models is posted at the Foundation website, http://www.foundationwebsite.org (6 February 2009). BRIEFING pass MAP 1. MATHEMATICAL prognosticate CONCEPTS (20-30 MINU TES) 2. TECHNICAL INTRODUCTION TO THE BOX-JENKINS methodological analysis (20-30) 3. FORECASTING ACCURACY COMPARISONS (5-10) 4. illustration BUILDING WITH THE BOX-JENKINS METHODOLOGY (40-60) 5. industriousness TO econometric AND CONTROL PROBLEMS (10-15) 1.

MATHEMATICAL FORECASTING CONCEPTS MATHEMATICAL FORECASTING METHODOLOGY (FORECASTER) BASED ON A MATHEMATICAL theoretical account OF THE PROCESS TWO APPROACHES simulation adapted (INTUITIVE, heuristic rule) present BUILDING (THEORETICAL FOUNDATION) HEURISTIC FORECASTERS A situation MODEL IS FITTED TO DATA EXAMPLES : MOVING AVERAGE EXPONENTIAL SMOOTHING ! TRENDS, CURVES, HARMONICS, PATTERNS respectable FIT ? upright FORECAST? uncorrupted MODEL ? GOOD FORECAST NEED TO BUILD A GOOD MODEL MODEL BUILDING lead A COMPREHENSIVE tell apart OF MODELS IDENTIFICATION FITTING DIAGNOSTIC CHECKING REPEAT UNTIL able MODEL CONSTRUCTED CLASSES OF MODELS (FOR PREDICTION AND CONTROL) ECONOMETRIC MODELS DYNAMIC CAUSAL MODEL (MANY VARIABLES) ...If you require to get a full essay, order it on our website: BestEssayCheap.com

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