Forecasting with Univariate Box - J - E-book

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Forecasting With Univariate Box - Jenkins Models - ENG

Concepts And Cases

Alan Pankratz

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Sinopsis

ISBN:	9780470317273
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Wiley Global Research (STMS)
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	2009-09-25

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.

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