[EMAIL PROTECTED] (Chris Milkosky) wrote in message news:<[EMAIL PROTECTED]>... > All, > > I am looking for a good book that can show me various methods of > forecasting time series data. I've come across a few that look > interesting, but I'd like to hear some opinions... > > I'm using some forecasting methods right now from texts that aren't > specific to forecasting, and I think I need to be sure that I'm using > something up to date. > > Anything with applied forecasting - like cases is a bonus... I need a > good reference. > > Anyone have any recommendations?
It depends on what stuff you need covered and at what level. Two books relating to forecasting that I found to be of some value were: Forecasting: Methods and Applications (3rd edition) Makridakis, Wheelwright and Hyndman, 1998. (The 3rd edition I found particularly good - even better than previous editions.) Time-series Forecasting, Chatfield, C. (2000) Chapman and Hall/CRC Press, ISBN 1-58488-063-5 (This has some good stuff in it as well. I especially liked his discussion of model uncertainty.) Glen . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
