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Forecasting with Univariate Box - Jenkins Models: Concepts and Cases

Alan Pankratz, "Forecasting with Univariate Box - Jenkins Models: Concepts and Cases"
1983 | pages: 588 | ISBN: 0471090239 | PDF | 12,3 mb

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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Tags: Forecasting, Univariate, Jenkins, Models, Concepts

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