Forecasting with Univariate Box-Jenkins Models
Concepts and Cases
By (author) Alan Pankratz
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Forecasting with Univariate Box-Jenkins Models by Alan Pankratz
Book DescriptionExplains 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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Book DetailsISBN: 9780471090236
(235mm x 163mm x 42mm)
Imprint: John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Publish Date: 26-Oct-1983
Country of Publication: United States
Books By Author Alan Pankratz
Forecasting with Dynamic Regression Models, Hardback (November 1991)» View all books by Alan Pankratz
This study presents the concepts and practice of interpreting single equation dynamic regression models. Emphasis is placed on possible dynamic patterns, such as distributed lag responses of the output series to the input series and the auto-correlation patterns of the regression disturbance.
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