Economic Forecasting: Exponential Smoothing, Time Series Decomposition and Forecasting in MS Excel and EViews

2004
Vladimirs Jansons, Konstantins Kozlovskis

The tutorial is served for the students of the Faculty of Engineering Economics studying the course “Economic forecasting” as well as recommended for working out the technological part of the corresponding diploma

Keywords
work in EViews, simple mooving average, aproximation, exponential smoothing, autocorrelation, ADF test, Hodrick-Prescott filter, additive model, multiplicative model, heteroskedasticity

Jansons, V., Kozlovskis, K. Economic Forecasting: Exponential Smoothing, Time Series Decomposition and Forecasting in MS Excel and EViews. 2.daļa. Rīga: RTU Izdevniecība, 2004. 223 p. ISBN 9984328120.

Publication language
Latvian (lv)