Alan Pankratz

Forecasting with Univariate Box - Jenkins Models (eBook, PDF)

Concepts and Cases

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 576
• Erscheinungstermin: 4. November 2009
• Englisch
• ISBN-13: 9780470317273
• Artikelnr.: 38207074

Autorenporträt

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