Forecasting with Univariate Box - Jenkins Models

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  • Forecasting with Univariate Box - Jenkins Models Book Detail

  • Author : Alan Pankratz
  • Release Date : 2009-09-25
  • Publisher : John Wiley & Sons
  • Genre : Mathematics
  • Pages : 576
  • ISBN 13 : 0470317272
  • File Size : 84,84 MB

Forecasting with Univariate Box - Jenkins Models by Alan Pankratz PDF Summary

Book Description: 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.

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