Forecasting with Univariate Box - Jenkins Models Concepts and Cases
, by Pankratz, AlanNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780471090236 | 0471090239
- Cover: Hardcover
- Copyright: 8/30/1983
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.