EViews.com

Can this forum recommended some primers on do's and don'ts of time series forecasting?

I am trying to forecast the demand for commercial real estate in terms of space absorbed (demand), construction (supply) and rents (pricing), using macroeconomic forecasted data from Moody's Economy.com. My fear is that I am likely violating many "rules" due to my lack of formal training in econometrics. I have purchased but not yet received the "EViews Illustrated" book. I hope that helps.

Thank you all in advance for any resources you can point me to.

We (as in the QMS staff) can't really give you any help on the econometrics side of things, although, perhaps, some of our users can.

The EViews Illustrated book possibly won't be much help either - it is really an introduction to using EViews aside from the econometrics part of EViews.

Elsewhere on our website we do have a list of textbooks that you might find useful, with the first one on the list probably being the most useful.

For beginners, I'd recommend Hill, Griffiths and Judge, Undergraduate Econometrics. Another option is Gujarati. Anyway, I'd prefer the first one. It's quite simple and small textbook with lots of exemples using EViews. After, if u want and advanced one, I'd recommend Heij, De Boer, Franses, Kloek, and Van Dijk: Econometric Methods with Applications in Business and Economics. There are lots and lots of books and I could say half of then use EViews as primary econometric package.

Fabio

I recommend Elements of Forecasting, by Francis X. Diebold.

I would really recommend Ben Vogelvang's great book "Econometrics: Theory and Applications with E-Views" which is an intermediate text and is great in linking the theory with EViews. Note that it uses matrix algebra (for those who find it difficult).

http://www.pearsoned.co.uk/highereducat ... nometrics/