Forecasting with univariate Box-Jenkins models: concepts and cases
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Bibliographic Details
Main Author: Pankratz, Alan (Author)
Format: Electronic eBook
Language:English
Published: New York Wiley © 1983
Series:Wiley series in probability and mathematical statistics. Applied probability and statistics
Subjects:
Online Access:FHA01
FRO01
UBG01
Volltext
Item Description:Includes bibliographical references and index
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
Physical Description:1 Online-Ressource (xiv, 562 pages)
ISBN:9780470316566
047031656X
9780470317273
0470317272
9780471090236
0471090239

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