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Forecasting with univariate Box-Jenkins models : concepts and cases /

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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
Description
Summary: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.
Physical Description:1 online resource (xiv, 562 pages) : illustrations
Format:Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:Includes bibliographical references and index.
ISBN:9780470316566
047031656X
9780470317273
0470317272