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Time Series (13,465 Books)


In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the Nile River at Aswan. Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to forecast future events based on known past events: to predict data points before they are measured. An example of time series forecasting in econometrics is predicting the opening price of a stock based on its past performance. Time series are very frequently plotted via line charts.

 
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Selection of Econometric Models with Out-Of-Sample Data

By: Rotemberg, Julio

MIT Libraries

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An Econometric Analysis of Nonsynchronous Trading

By: Lo, Andrew W. (Andrew Wen Chuan); Sloan School of Management; Mackinlay, Archie Craig, 1955

Includes bibliographical references ; Research support from the Geewax-Terker Research Fund, the John M. Olin Fellowship at the NBER and the National Science Foundation

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Econometric Diagnosis of Competitive Localization

By: Schmalensee, Richard

Bibliography: p. 23-25

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Econometric Evaluation of Asset Pricing Models

By: Hansen, Lars Peter; Sloan School of Management; Heaton, John, 1959; Luttmer, Erzo Gerrit Jan, 1964

Includes bibliographical references (p. 54-59) ; Funded by the International Financial Services Research Center at M.I.T., the National Science Foundation and the Sloan Foundation

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Econometric Evaluation of Asset Pricing Models

By: Hansen, Lars Peter; Heaton, John, 1959; Luttmer, Erzo Gerrit Jan, 1964

Includes bibliographical references (p. 61-63) ; Funded by the International Financial Services Research Center at M.I.T. and the National Science Foundation and the Sloan Foundation

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Simultaneous econometric model of World vegetable trade : implicat...

By: Sparks, Amy L

Supplemental catalog subcollection information: American Libraries Collection; American University Library Collection; Historical Literature; Typescript; Thesis (Ph. D.)--University of Florida, 1987; Vita; Bibliography: leaves 486-491

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Generalized Econometric Models and Methods for Markets in Disequil...

By: Mayer, Walter James
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The Structure of International Interest Rates Under Different Exch...

By: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Description: Includes bibliographical references (p.26-27)

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A Behavioral Simulation Model of Forecasting and Production Schedu...

By: Morecroft, John D. W. (John Douglas William)

Bibliography: p. 59

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Business Forecasting

By: David Francis Jordan
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The Fisheries Forecasting System in Japan for Coastal Pelagic Fish...

By: I. Yamanaka
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Forecasting Foreign Exchange Rates Subject to De-Volatilization

By: Zhou, Bin, 1956

Includes bibliographical references (p. 22-24)

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Forecasting Foreign Exchange Rates Subject to De-Volatilization

By: Zhou, Bin, 1956

Includes bibliographical references (p. 22-24); Revised January 16, 1993.

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Forecasting the Yield and the Price of Cotton

By: Henry Ludwell Moore
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Individual Forecasting Ability

By: O'Brien, Patricia C., 1955; Sloan School of Management

Bibliography: p. [23]

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Latest Advances in Weather Forecasting at a Long Range by Sunspots...

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On Market Timing and Investment Performance Part II : Statistical ...

By: Henriksson, Roy; Merton, Robert C.
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Washcloth Simulation of Three-Dimensional Weather Forecasting Codes

By: Korn, David; Rushfield, Norman

Sloan Foundation ; New York University, Institute of Fine Arts Library

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Weather Forecasting and Weather Types on the North Pacific Slope

By: Bemer S. Pague, S. M. Blandford, United States Weather Bureau
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Inventory and Review of Economic and Commodity Forecasting Models ...

By: Apogee Research Interational Limited; Ontario Ministry of the Environment and Energy. Policy Development and Intergovernmental Relations Division. Economics Office

PIBS 2340--Prelim ; Apr-93

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