Forecasting with Univariate Box-Jenkins Models: Concepts and Cases

Forecasting with Univariate Box-Jenkins Models: Concepts and Cases

Author(s): Alan Pankratz

Published Online: 27 MAY 2008

Print ISBN: 9780471090236

Online ISBN: 9780470316566

DOI: 10.1002/9780470316566

About this Book

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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