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Forecasting with Univariate Box - Jenkins Models

Concepts and Cases

AvAlan Pankratz

Inbunden, Engelska, 1983

Del 36 i serien Wiley Series in Probability and Statistics

3 443 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:1983-10-26
Mått:161 x 235 x 37 mm
Vikt:912 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Series in Probability and Statistics
Antal sidor:588
Förlag:John Wiley & Sons Inc
ISBN:9780471090236

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

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

Innehållsförteckning

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.

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