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. Series: Wiley Series in Probability and Statistics. Num Pages: 576 pages, illustrations, index. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 163 x 42. Weight in Grams: 1044. . 1983. 1st Edition. Hardcover. . . . .

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Bibliographic Details

Title: Forecasting with Univariate Box-Jenkins Models
Publisher: John Wiley and Sons Ltd
Publication Date: 1983
Language: English
ISBN 10: 0471090239
ISBN 13: 9780471090236
Binding: Hardcover
Edition: 1st Edition
Condition: New

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

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