Description

Book Synopsis

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.



Table of Contents
BASIC CONCEPTS.

Overview.

Introduction to Box-Jenkins Analysis of a Single Data Series.

Underlying Statistical Principles.

An Introduction to the Practice of ARIMA Modeling.

Notation and the Interpretation of ARIMA Models.

Identification: Stationary Models.

Identification: Nonstationary Models.

Estimation.

Diagnostic Checking.

Forecasting.

Seasonal and Other Periodic Models.

THE ART OF ARIMA MODELING.

Practical Rules.

References.

Index.

Forecasting with Univariate BoxJenkins Models

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    A Hardback by Alan Pankratz

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      Book details

      Publisher John Wiley & Sons Inc
      Published 26 October 1983
      ISBN-13 9780471090236
      978-0471090236
      ISBN-10 0471090239
      Also in:
      Mathematics

      Description

      Book Synopsis

      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.



      Table of Contents
      BASIC CONCEPTS.

      Overview.

      Introduction to Box-Jenkins Analysis of a Single Data Series.

      Underlying Statistical Principles.

      An Introduction to the Practice of ARIMA Modeling.

      Notation and the Interpretation of ARIMA Models.

      Identification: Stationary Models.

      Identification: Nonstationary Models.

      Estimation.

      Diagnostic Checking.

      Forecasting.

      Seasonal and Other Periodic Models.

      THE ART OF ARIMA MODELING.

      Practical Rules.

      References.

      Index.

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