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Pankratz, Alan

Forecasting with Univariate Box - Jenkins Models: Concepts and Cases

Pankratz, Alan - Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, ebook

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ISBN: 9780470317273
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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 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.

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
1983
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780470317273
Printed ISBN
9780471090236

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