Description

Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.

Forecasting with Univariate Box - Jenkins Models: Concepts and Cases

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Hardback by Alan Pankratz

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Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 26/10/1983
    ISBN13: 9780471090236, 978-0471090236
    ISBN10: 0471090239

    Number of Pages: 576

    Non Fiction , Mathematics & Science , Education

    Description

    Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.

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