Forecasting with Univariate Box - Jenkins Models

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

• 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.