INTRODUCTION Types of Forecasting Methods Some Preliminary Questions The Dangers of Extrapolation Are Forecasts Genuinely Out-of-Sample? Brief Overview of Relevant Literature BASICS OF TIME-SERIES ANALYSIS Different Types of Time Series Objectives of Time-Series Analysis Simple Descriptive Techniques Stationary Stochastic Processes Some Classes of Univariate Time-Series Models The Correlogram UNIVARIATE TIME-SEIES MODELLING ARIMA Models and Related Topics State Space Models Growth Curve Models Nonlinear Models Time-Series Model Building UNIVARIATE FORECASTING METHODS The Prediction Problem Model-Based Forecasting Ad Hoc Forecasting Methods Some Interrelationships and Combinations MULTIVARIATE FORECASTING METHODS Introduction Single-Equation Models Vector AR and ARMA Models Cointegration Econometric models Other Approaches Some Relationships Between Models A COMPARATIVE ASSESSMENT OF FORECASTING METHODS Introduction Criteria for Choosing a Forecasting Method Measuring Forecast Accuracy Forecasting Competitions and Case Studies Choosing an Appropriate Forecasting Method Summary CALCULATING INTERVAL FORECASTS Introduction Notation The Need for Different Approaches Expected Mean Square Prediction Error Procedures for Calculating P.I.s A Comparative Assessment Why are P.I.s too Narrow? An Example Summary and Recommendations MODEL UNCERTAINTY AND FORECAST ACCURACY Introduction to Model Uncertainty Model Building and Data Dredging Examples Inference after Model Selection: Some Findings Coping with Model Uncertainty Summary and Discussion REFERENCES;BR>Vector AR and ARMA Models Cointegration Econometric models Other Approaches Some Relationships Between Models A COMPARATIVE ASSESSMENT OF FORECASTING METHODS Introduction Criteria for Choosing a Forecasting Method Measuring Forecast Accuracy Forecasting Competitions and Case Studies Choosing an Appropriate Forecasting Method Summary CALCULATING INTERVAL FORECASTS Introduction Notation The Need for Different Approaches Expected Mean Square Prediction Error Procedures for Calculating P.I.s A Comparative Assessment Why are P.I.

s too Narrow? An Example Summary and Recommendations MODEL UNCERTAINTY AND FORECAST ACCURACY Introduction to Model Uncertainty Model Building and Data Dredging Examples Inference after Model Selection: Some Findings Coping with Model Uncertainty Summary and Discussion REFERENCESng with Model Uncertainty Summary and Discussion REFERENCES.