Forecasting With Univariate Box-Jenkins Models

Forecasting With Univariate Box-Jenkins Models Concepts and Cases - Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics

Hardback (26 Oct 1983)

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Publisher's Synopsis

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 information

ISBN: 9780471090236
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 519.54
DEWEY edition: 19
Language: English
Number of pages: 562
Weight: 912g
Height: 235mm
Width: 161mm
Spine width: 37mm