Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability and Statistics)

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9780471090236: Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability and Statistics)

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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Pankratz, Alan
Published by Wiley (1983)
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Book Description John Wiley and Sons Ltd, United States, 1983. Hardback. Book Condition: New. 237 x 163 mm. Language: English . Brand New Book. 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. Bookseller Inventory # AAH9780471090236

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Pankratz, Alan
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Book Description John Wiley and Sons Ltd, United States, 1983. Hardback. Book Condition: New. 237 x 163 mm. Language: English . Brand New Book. 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. Bookseller Inventory # AAH9780471090236

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Book Description Wiley, 1983. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: BASIC CONCEPTS. Overview. Introduction to Box-Jenkins Analysis of a Single Data Series. Underlying Statistical Principles. An Introduction to the Practice of ARIMA Modeling. Notation and the Interpretation of ARIMA Models. Identification: Stationary Models. Identification: Nonstationary Models. Estimation. Diagnostic Checking. Forecasting. Seasonal and Other Periodic Models. THE ART OF ARIMA MODELING. Practical Rules. References. Index. Bookseller Inventory # ABE_book_new_0471090239

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