Forecasting with Univariate Box - Jenkins Models

Pankratz Alan

ISBN 10: 0471090239 / ISBN 13: 9780471090236

Verlag: John Wiley & Sons, 1983

Beschreibung

pp. 576.

Bestandsnummer des Verkäufers 6398042

Bibliografische Details

• Titel: Forecasting with Univariate Box - Jenkins Models
• Verlag: John Wiley & Sons
• Erscheinungsjahr: 1983
• Sprache: Englisch
• ISBN-10: 0471090239
• ISBN-13: 9780471090236
• Einband: Hardcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

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