Amazon.com: Forecasting, Time Series, and Regression (with CD-ROM) (Forecasting. (with CD-ROM) (Forecasting, Time Series, & Regression) 4th Edition. Free Trial Download. StatTools gives you several methods for forecasting a time series variable. You can also deseasonalize the data first, using the ratio-to.

Announcements We're pleased to announce that RATS Version 10 is now available. This includes fully updated manuals, new features for handling data with irregular dates, improved wizards, new features for GARCH and much more.

The includes other details. The main stories are 'Diagnostics on Large Data Sets': a section from the updated GARCH course which explains the common problem of models on large data sets (1000's of observations) failing to pass standard diagnostics even when the model seems perfectly fine and 'Toda-Yamamoto Causality Test: A Cautionary Tale' which explains how the often-used alternative to the Granger test is fundamentally flawed. Updated The ARCH/GARCH and Volatility Models e-course has been updated to a 2nd edition, which includes new and expanded treatment of many topics in GARCH modeling. The main stories are 'Markov-Switching GARCH models', which is a summary of the section from the new edition of the Structural Breaks course; 'How to Switch if you Must' describes the differences between three common types of regime-based behavior (structural break, threshold break and Markov switching) and how to choose which is appropriate; 'Evaluation of GARCH Forecasts' looks at difficulties with using common forecast error statistics (like RMSE) in evaluating out-of-sample behavior of GARCH models. Updated The Structural Breaks and Switching Models e-course has been updated to a 2nd edition, which includes new and expanded treatment of many topics in models with thresholds, breaks and Markov switching. Updated The State-Space/DSGE e-course has been updated to a 2nd edition, which more than doubles the size of the original. Enders, AETS, 4th edition We've posted the worked examples for the 4th edition of Walter Enders' Applied Econometric Time Series, Wiley, 2015.

This is an intermediate book on applied time series, and covers a broad range of applications from ARIMA models to GARCH models to cointegration. See for more. Updated The VAR e-course has been updated to a 2nd edition, which adds over 50% more material. Martin, Hurn and Harris, Econometric Modelling with Time Series We've posted the worked examples from Martin, Hurn and Harris, Econometric Modelling with Time Series: Specification, Estimation and Testing, Cambridge University Press, 2013.

This is a fairly advanced book which looks at time series analysis primarily by means of the likelihood principle. See for more. New CATS Handbook The long-awaited full version of our Handbook to accompany Juselius' text is now available!

You'll find the 'econ' back in econometrics with INTRODUCTION TO APPLIED ECONOMETRICS and its accompanying CD. You'll have the opportunity to replicate classic empirical findings using original data sets and will develop an understanding of the relevance of economic theory to empirical analysis.

The author integrates classic empirical examples and applications and builds toward a self-contained four-chapter introduction to time series analysis. The CD includes data sets formatted for STATA, Eviews, Excel, Minitab, SAS and ASCII, as well as an appendix presenting multiple regression in matrix form and another on treating portfolio theory and the capital asset pricing model. Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models.

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