Forecasting with Univariate Box - Jenkins Models
| Author | : Alan Pankratz |
| Publisher | : John Wiley & Sons |
| Total Pages | : 584 |
| Release | : 1983-08-30 |
| ISBN-13 | : MINN:31951001066923R |
| ISBN-10 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Forecasting with Univariate Box - Jenkins Models by : Alan Pankratz
Download or read book Forecasting with Univariate Box - Jenkins Models written by Alan Pankratz and published by John Wiley & Sons. This book was released on 1983-08-30 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
