Explaining the concepts and use of univariate Box–Jenkins/ARIMA analysis and forecasting through case studies, Forecasting with Univariate Box–Jenkins Models maintains the strengths of its acclaimed predecessor, including its clear and exceedingly accurate explanations, the accessibility to students and practitioners with a modest background in statistical methods, and the emphasis on the application of univariate ARIMA analysis. This second edition is updated with new topics, including: automatic model–building procedures; testing for unit roots; use of the extended sample autocorrelation function; out–of–sample tests of forecasting accuracy; transfer function models; and intervention analysis.
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