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

    Product form

    £230.36

    Includes FREE delivery

    RRP £255.95 – you save £25.59 (9%)

    Order before 4pm today for delivery by Tue 7 Jul 2026.

    A Hardback by Alan Pankratz

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Forecasting with Univariate BoxJenkins Models by Alan Pankratz

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

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account