Forecasting with Univariate Box - Jenkins Models: Concepts and Cases
Sep 2009 · John Wiley & Sons
Ebook
588
Pages
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About this ebook
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.
About the author
Alan Pankratz is the author of Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, published by Wiley.
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