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Forecasting with Univariate Box-Jenkins Models - Concepts and Cases A Pankratz

Forecasting with Univariate Box-Jenkins Models - Concepts and Cases By A Pankratz

Forecasting with Univariate Box-Jenkins Models - Concepts and Cases by A Pankratz

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Summary

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.

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Forecasting with Univariate Box-Jenkins Models - Concepts and Cases Summary

Forecasting with Univariate Box-Jenkins Models - Concepts and Cases by A Pankratz

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 A Pankratz

Alan Pankratz is the author of Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, published by Wiley.

Table of Contents

BASIC CONCEPTS. Overview. Introduction to Box--Jenkins Analysis of a Single Data Series. Underlying Statistical Principles. An Introduction to the Practice of ARIMA Modeling. Notation and the Interpretation of ARIMA Models. Identification: Stationary Models. Identification: Nonstationary Models. Estimation. Diagnostic Checking. Forecasting. Seasonal and Other Periodic Models. THE ART OF ARIMA MODELING. Practical Rules. References. Index.

Additional information

CIN0471090239G
9780471090236
0471090239
Forecasting with Univariate Box-Jenkins Models - Concepts and Cases by A Pankratz
A Pankratz
Used - Good
Hardback
John Wiley & Sons Inc
19831026
576
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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