Cover Image

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

Show other versions (1)

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...

Full description

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
Table of Contents:
  • 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.