Time Series: Analysis, Model, and Forecasting

Cheng-Few Lee, John Lee, Jow-Ran Chang and Tzu Tai
Additional contact information
Cheng-Few Lee: Rutgers University, Department of Finance
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University, Department of Quantitative Finance
Tzu Tai: Mezocliq, LLC

Chapter Chapter 18 in Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses, 2016, pp 589-644 from Springer

Abstract: Abstract In statistics there are two kinds of data, cross-section data and time-series data. Time-series data are those recorded over time. Cross-section data pertain to a particular time. In this chapter we will look at specific issues of time-series data.

Keywords: Time-series data; Cross-section data; Trend component; Seasonal component; Cyclical component; Irregular component; Exponential smoothing; Exponential smoothing constant; Holt–Winters forecasting model (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-38867-0_18

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DOI: 10.1007/978-3-319-38867-0_18

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