Forecasting with Univariate Box-Jenkins Models: Concepts and Cases
Copyright © 1983 John Wiley & Sons, Inc.
Author(s): Alan Pankratz
Published Online: 27 MAY 2008
Print ISBN: 9780471090236
Online ISBN: 9780470316566
Book Series: Wiley Series in Probability and Statistics
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.