Central Bank of Nigeria Library

Forecasting economic time series /

Granger, C.W.J.

Forecasting economic time series / - New York : Academic press, c1977. - xii, 333 p.: ill, - Economic theory and mathematical economics series ; .

Includes bibliographical references and index.

Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling techniques; forecasts from purely statistical and econometric models; nonstationary and nonlinear models; and more.

0122951506


Economic forecasting.
Time-series analysis .

338.5'442 / GRA