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.
Buy Forecasting with Univariate Box-Jenkins Models book by Alan Pankratz from Australia's Online Bookstore, Boomerang Books.
(235mm x 163mm x 42mm)
John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Country of Publication: