Pankratz, Alan
Forecasting with Univariate Box - Jenkins Models: Concepts and Cases
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.
- Författare
- Pankratz, Alan
- Utgivare
- John Wiley and Sons, Inc.
- Utgivningsår
- 1983
- Språk
- en
- Utgåva
- 1
- Serie
- Wiley Series in Probability and Statistics
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9780470317273
- Tryckt ISBN
- 9780471090236