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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.
| Book: | Forecasting With Univariate Box - Jenkins Models: Concepts And Cases (Wiley Series In Probability And Statistics) |
| Author: | Alan Pankratz |
| ISBN: | 0471090239 |
| ISBN-13: | 9780471090236 |
| Binding: | Hardbound |
| Publishing Date: | 1983-08-30 |
| Publisher: | Wiley |
| Number of Pages: | 576 |
| Language: | English |
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