Publisher | Wiley |
ISBN 13 | 9780471090236 |
Author | Alan Pankratz |
Book Format | Hardcover |
Language | English |
Book Description | 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. |
About the Author | Alan Pankratz is the author of Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, published by Wiley. |
Number of Pages | 576 |
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