Forecasting with Univariate Box - Jenkins Models

Pankratz Alan

ISBN 10: 0471090239 / ISBN 13: 9780471090236

Published by John Wiley & Sons, 1983

About this Item

pp. 576.

Seller Inventory # 6398042

Bibliographic Details

• Title: Forecasting with Univariate Box - Jenkins Models
• Publisher: John Wiley & Sons
• Publication Date: 1983
• Language: English
• ISBN 10: 0471090239
• ISBN 13: 9780471090236
• Binding: Hardcover
• Condition: New

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.