Forecasting with Univariate Box - Jenkins Models Concepts and Cases

Name: Forecasting with Univariate Box - Jenkins Models Concepts and Cases
Price: 6.75 USD
Availability: InStock
ISBN: 9780471090236

ISBN-10: 0471090239

ISBN-13: 9780471090236

Edition: 1983

Authors: Alan Pankratz

List price: $330.95

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Description:

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.

Book details

List price: $330.95
Copyright year: 1983
Publisher: John Wiley & Sons, Incorporated
Publication date: 8/30/1983
Binding: Hardcover
Pages: 576
Size: 6.32" wide x 9.25" long x 1.47" tall
Weight: 2.046
Language: English



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