Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability and Statistics)
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Book Details
Author(s)
Alan Pankratz
Publisher
Wiley
ISBN / ASIN
0471090239
ISBN-13
9780471090236
Category
Business & Economics
Marketplace
India 🇮🇳
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Description
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.
