Time-Series — Analysis, Model, and Forecasting
Alice C Lee, John C Lee, Cheng F Lee · WORLD SCIENTIFIC eBooks · 2016
The following sections are included:IntroductionThe Classical Time-Series Component ModelThe Trend ComponentThe Seasonal ComponentThe Cyclical Component and Business CyclesThe Irregular ComponentMoving Average and Seasonally Adjusted Time-SeriesMoving AveragesSeasonal Index and Seasonally Adjusted Time-SeriesLinear and Log-Linear Time Trend RegressionsExponential Smoothing and ForecastingSimple Exponential Smoothing and ForecastingThe Holt–Winters Forecasting Model for Non-seasonal SeriesAutoregressive Forecasting ModelSummaryProblem SetAppendix 25.A. The X-11 Model for Decomposing Time-Series ComponentsAppendix 25.B. The Holt–Winters Forecasting Model for Seasonal SeriesReferences for Chapter 25