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

Pankratz, Alan

ISBN 10: 0471090239 ISBN 13: 9780471090236

Published by Wiley, 1983

Language: English

Condition: New Hardcover

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Bibliographic Details

Title

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

Publisher

Wiley

Publication Date

1983

Language

English

ISBN 10

0471090239

ISBN 13

9780471090236

Binding

hardcover

Condition

New

Seller catalogs

About this title

Synopsis

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.

About the Author

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

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