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Forecasting With The Theta Method

March 2019

Beginner to intermediate

200 pages

4h 41m

English

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1.1 The Origins…1.2 The Original Concept: THETA as in THErmosTAtAppendix
2.1 Stochastic and Deterministic Trends and their DGPs2.2 The ‐method Applied to the Unit Root with Drift DGP2.3 The ‐method Applied to the Trend‐stationary DGP
3.1 The Bivariate ‐method for the Unit Root DGP3.2 Selection of Trend Function and Extensions
4.1 Setting up the Analysis4.2 Series CREDIT4.3 Series UNRATE4.4 Series EXPIMP4.5 Series TRADE4.6 Series JOBS4.7 Series FINANCE4.8 Summary of Empirical Findings
5.1 Forecasting the Number of Dispensed Units of Branded and Generic Pharmaceuticals5.2 The Data5.3 Results for Branded5.4 Results for GenericAppendix

6.1 Design6.2 Seasonal Adjustment6.3 Optimizing the Theta Lines6.4 Adding a Third Theta Line6.5 Adding a Short‐term Linear Trend Line6.6 Extrapolating Theta Lines6.7 Combination Weights6.8 A Robust Theta Method6.9 Applying Theta Method in R Statistical Software

Part IIIThe Future of the θ-method

Charles W. Chase

II Charles D. Kirkpatrick

Danilo Comminiello, Jose C. Principe

Scott M. Carney

ISBN: 9781119320760Purchase book