【预测模型】PREDICTIVE MODELS with MATLAB (2016)

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PREDICTIVE MODELS with MATLAB

by Smith H.



This book focuses on in-depth treatment of predictive econometric models.

The most important content is as follows:

• “Conditional Mean Models”
• “Specify Conditional Mean Models Using ARIMA”
• “Autoregressive Model”
• “AR Model Specifications”
• “Moving Average Model”
• “MA Model Specifications”
• “Autoregressive Moving Average Model”
• “ARMA Model Specifications”
• “ARIMA Model Specifications”
• “Multiplicative ARIMA Model”
• “Multiplicative ARIMA Model Specifications”
• “ARIMA Model Including Exogenous Covariates”
• “ARIMAX Model Specifications”
• “Impulse Response Function”
• “Box-Jenkins Differencing vs. ARIMA Estimation”
• “Monte Carlo Simulation of Conditional Mean Models”
• “Monte Carlo Forecasting of Conditional Mean Models ”
• “MMSE Forecasting of Conditional Mean Models”
• “Parametric Regression Analysis”
• “Linear Regression with Interaction Effects”
• “Linear Regression Output and Diagnostic Statistics”
• “Stepwise Regression”
• “Robust Regression”
• “Ridge Regression”
• “Partial Least Squares PLS”
• “Generalized Linear Models”
• “Poissin Regression”
• “Logistic Regression”
• “Probit Regression”
• “Nonlinear Regression”

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2016-10-30 09:41:49 上传

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关键词：Predictive predict models MATLAB model important content 模型

好书，支持一下

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PREDICTIVE MODELS with MATLAB

好书，学习学习