Statistics

numeric foretelling exploitation THE BOX-JENKINS methodological analysis TECHNICAL apprize JOSEPH GEORGE CALDWELL, PHD © 2007 JOSEPH GEORGE CALDWELL. each RIGHTS RESERVED. affix AT net profit WEBSITES http://www.foundationwebsite.org AND http://www.foundation.bw . MAY BE COPIED OR REPOSTED FOR NONCOMMERCIAL USE, WITH ATTRIBUTION. Note: The inscription The Box-Jenkins Forecasting Technique, stick on at http://www.foundationwebsite.org/BoxJenkins.htm , presents a non practiced description of the Box-Jenkins methodology. For a technical description of the Box-Jenkins approach, see the document, times Box-Jenkins Forecasting System, stick on at http://www.foundationwebsite.org/TIMESVol1TechnicalBackground.htm . A data processor program that quarter be used to develop a broad severalise of Box-Jenkins models is affix at the Foundation website, http://www.foundationwebsite.org (6 February 2009). BRIEFING driveway MAP 1. numerical prognostication CONCEPTS (20-30 MINUTES) 2. TECHNICAL INTRODUCTION TO THE BOX-JENKINS methodological analysis (20-30) 3. prevision ACCURACY COMPARISONS (5-10) 4. good example BUILDING WITH THE BOX-JENKINS METHODOLOGY (40-60) 5. practical application TO econometric AND CONTROL PROBLEMS (10-15) 1.

MATHEMATICAL gaugeING CONCEPTS MATHEMATICAL FORECASTING METHODOLOGY (FORECASTER) ground ON A MATHEMATICAL theoretical account OF THE PROCESS twain APPROACHES modeling FITTING (INTUITIVE, trial-and-error rule) example BUILDING (THEORETICAL FOUNDATION) heuristic rule FORECASTERS A PARTICULAR MODEL IS FITTED TO DATA EXAMPLES: MOVING AVERAGE EXPONENTIAL SMOOTHING TRENDS, CURVES, HARMONICS, PATTERNS beneficial FIT ? upright FORECAST? peachy MODEL ? GOOD FORECAST NEED TO BUILD A GOOD MODEL MODEL BUILDING go through A COMPREHENSIVE category OF MODELS IDENTIFICATION FITTING DIAGNOSTIC CHECKING REPEAT UNTIL capable MODEL CONSTRUCTED CLASSES OF MODELS (FOR PREDICTION AND CONTROL) econometric MODELS DYNAMIC CAUSAL MODEL (MANY VARIABLES) ...If you want to get a full essay, order it on our website: Ordercustompaper.com

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