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Forecasting with Univariate Box-Jenkins Models - Concepts and Cases

Language EnglishEnglish
Book Hardback
Book Forecasting with Univariate Box-Jenkins Models - Concepts and Cases Alan Pankratz
Libristo code: 04887427
Publishers John Wiley & Sons Inc
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 ca... Full description
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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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About the book

Full name Forecasting with Univariate Box-Jenkins Models - Concepts and Cases
Author Alan Pankratz
Language English
Binding Book - Hardback
Number of pages 576
EAN 9780471090236
ISBN 0471090239
Libristo code 04887427
Publishers John Wiley & Sons Inc
Weight 1022
Dimensions 155 x 235 x 40

Categories

Mathematics & Science > Mathematics > Probability & statistics
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