Forecasting with Univariate Box - Jenkins Models
Author | : Alan Pankratz |
Publisher | : John Wiley & Sons |
Total Pages | : 576 |
Release | : 2009-09-25 |
ISBN-10 | : 9780470317273 |
ISBN-13 | : 0470317272 |
Rating | : 4/5 (73 Downloads) |
Book Synopsis Forecasting with Univariate Box - Jenkins Models by : Alan Pankratz
Download or read book Forecasting with Univariate Box - Jenkins Models written by Alan Pankratz and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.