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Forecasting with Univariate Box - Jenkins Models

- Concepts and Cases

About Forecasting with Univariate Box - Jenkins Models

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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  • Language:
  • English
  • ISBN:
  • 9780471090236
  • Binding:
  • Hardback
  • Pages:
  • 576
  • Published:
  • October 25, 1983
  • Dimensions:
  • 161x235x37 mm.
  • Weight:
  • 912 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Forecasting with Univariate Box - Jenkins Models

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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