Neuware - 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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Bibliographic Details

Title: Forecasting with Univariate Box - Jenkins Models : Concepts and Cases
Publisher: Wiley Aug 1983
Publication Date: 1983
Language: English
ISBN 10: 0471090239
ISBN 13: 9780471090236
Binding: Buch
Condition: Neu

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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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