Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Bibliographic Details

Title

Forecasting with Univariate Box - Jenkins Models (Hardcover)

Publisher

John Wiley & Sons Inc, New York

Publication Date

1983

Language

English

ISBN 10

0471090239

ISBN 13

9780471090236

Binding

Hardcover

Edition

1st Edition

Condition

new

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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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