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...

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Bibliographic Details

Main Author:	Pankratz, Alan, 1944-
Format:	eBook
Language:	English
Language Notes:	English.
Published:	New York : Wiley, ©1983.
Series:	Wiley series in probability and mathematical statistics. Applied probability and statistics.
Subjects:	Box-Jenkins forecasting. Time-series analysis. Prediction theory. Electronic books.
Online Access:	Connect to the full text of this electronic book