Forecasting with Univariate Box Jenkins Models: Concepts and Cases

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Forecasting with Univariate Box Jenkins Models: Concepts and Cases

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Forecasting with Univariate Box Jenkins Models: Concepts and Cases

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Forecasting with Univariate Box Jenkins Models: Concepts and Cases

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.
  • 品牌: John Wiley & Sons Inc
  • 类别: 教育
  • 语言: English
  • 作者: Alan Pankratz (DePaul University)
  • 出版日期: 2024-10-01
  • 页数: 576
  • 出版社／标签: John Wiley & Sons Inc
  • 格式: Hardback
  • Fruugo ID: 346764227-758034788
  • ISBN: 9780471090236

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