Some Aspects Of Forecasting Techniques In Econometrics. Advanced Forecasting Methods

      Аннотация: In The present book Chapter – I is an introductory one. It contains the general introduction about the problem of forecasting besides objectives and organization of the research.Chapter – II describes the various basic forecasting models such as Naive, Moving averages, Simple smoothing, Double moving averages and Double smoothing, triple smoothing and adaptive smoothing forecasting models. Chapter – III deals with the Adaptive, Filtering and Combination for forecasting techniques. Chapter – IV gives the need for exponential smoothing forecasting model along with model selection criterion. Chapter – V presents the presents the various autoregressive forecasting models such as ARMA, ARIMA and STARMA models with their link with dynamic linear models .Chapter – VI proposes some new forecasting techniques in econometrics. Chapter – VII epitomizes the conclusions based on the present book..Several relevant articles regarding the forecasting techniques have been presented under a separate title ‘BIBLIOGRAPHY’.

Ключевые слова: TIME SERIES IN ECONOMETRICS