Forecasting with Univariate Box - Jenkins Models

Pankratz Alan

ISBN 10: 0471090239 / ISBN 13: 9780471090236

Editore: John Wiley & Sons, 1983

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pp. 576.

Codice articolo 6398042

Dati bibliografici

• Titolo: Forecasting with Univariate Box - Jenkins Models
• Editore: John Wiley & Sons
• Data di pubblicazione: 1983
• Lingua: Inglese
• ISBN 10: 0471090239
• ISBN 13: 9780471090236
• Rilegatura: Rilegato
• Condizione: New

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

Alan Pankratz is the author of Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, published by Wiley.