Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Codice articolo 9780471090236

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Titolo: Forecasting with Univariate Box - Jenkins Models (Hardcover)
Editore: John Wiley & Sons Inc, New York
Data di pubblicazione: 1983
Lingua: Inglese
ISBN 10: 0471090239
ISBN 13: 9780471090236
Rilegatura: Hardcover
Edizione: prima edizione
Condizione: new

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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.

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