Introduction to Time Series Using Stata

Released on by Sean Becketti
preview-18

  • Introduction to Time Series Using Stata Book Detail

  • Author : Sean Becketti
  • Release Date : 2020-03-02
  • Publisher :
  • Genre : Mathematical statistics
  • Pages : 446
  • ISBN 13 : 9781597183062
  • File Size : 34,34 MB
DOWNLOAD BOOK

Introduction to Time Series Using Stata by Sean Becketti PDF Summary

Book Description: Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a practical guide to working with time-series data using Stata. In this book, Becketti introduces time-series techniques--from simple to complex--and explains how to implement them using Stata. The many worked examples, concise explanations that focus on intuition, and useful tips based on the author's experience make the book insightful for students, academic researchers, and practitioners in industry and government.Becketti is a financial industry veteran with decades of experience in academics, government, and private industry. He was also a developer of Stata in its infancy and has been a regular Stata user since its inception. He wrote many of the first time-series commands in Stata. With his abundant knowledge of Stata and extensive experience with real-world time-series applications, Becketti provides readers with unique insights and motivation throughout the book.For those new to Stata, the book begins with a mild yet fast-paced introduction to Stata, highlighting all the features you need to know to get started using Stata for time-series analysis. Before diving into analysis of time series, Becketti includes a quick refresher on statistical foundations such as regression and hypothesis testing.The discussion of time-series analysis begins with techniques for smoothing time series. As the moving-average and Holt-Winters techniques are introduced, Becketti explains the concepts of trends, cyclicality, and seasonality and shows how they can be extracted from a series. The book then illustrates how to use these methods for forecasting. Although these techniques are sometimes neglected in other time-series books, they are easy to implement, can be applied quickly, often produce forecasts just as good as more complicated techniques, and, as Becketti emphasizes, have the distinct advantage of being easily explained to colleagues and policy makers without backgrounds in statistics.Next, the book focuses on single-equation time-series models. Becketti discusses regression analysis in the presence of autocorrelated disturbances as well as the ARIMA model and Box-Jenkins methodology. An entire chapter is devoted to applying these techniques to develop an ARIMA-based model of U.S. GDP; this will appeal to practitioners, in particular, because it goes step by step through a real-world example: here is my series, now how do I fit an ARIMA model to it? The discussion of single-equation models concludes with a self-contained summary of ARCH/GARCH modeling.In the final portion of the book, Becketti discusses multiple-equation models. He introduces VAR models and uses a simple model of the U.S. economy to illustrate all key concepts, including model specification, Granger causality, impulse-response analyses, and forecasting. Attention then turns to nonstationary time-series. Becketti masterfully navigates the reader through the often-confusing task of specifying a VEC model, using an example based on construction wages in Washington, DC, and surrounding states.Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a first-rate, example-based guide to time-series analysis and forecasting using Stata. This is a must-have resource for researchers and students learning to analyze time-series data and for anyone wanting to implement time-series methods in Stata. [ed.]

Disclaimer: www.yourbookbest.com does not own Introduction to Time Series Using Stata books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Introduction to Time Series Using Stata

Introduction to Time Series Using Stata

File Size : 27,27 MB
Total View : 9517 Views
DOWNLOAD

Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a practical guide to working with time-series data using Stata. In this book, Bec

A New Coast

A New Coast

File Size : 95,95 MB
Total View : 9891 Views
DOWNLOAD

“This is a timely book... [It] should be mandatory reading..." — Minnesota Star Tribune More severe storms and rising seas will inexorably push the American

Quantitative Data Analysis

Quantitative Data Analysis

File Size : 17,17 MB
Total View : 1302 Views
DOWNLOAD

This book is an accessible introduction to quantitative dataanalysis, concentrating on the key issues facing those new toresearch, such as how to decide which s

Translational Interventional Radiology

Translational Interventional Radiology

File Size : 13,13 MB
Total View : 7198 Views
DOWNLOAD

Translational Interventional Radiology, a volume in the Handbook for Designing and Conducting Clinical and Translational Research series, covers the principles