Forecasting with univariate Box-Jenkins models : concepts and cases

TITLE_DISPLAY:

个人著者:

Pankratz, Alan, 1944-

出版信息:

New York : Wiley, c1983.

格式:

图书

系列:

Wiley series in probability and mathematical statistics, Probability and mathematical statistics

Wiley series in probability and mathematical statistics. Probability and mathematical statistics

物理描述:

xiv, 562 p. : ill. ; 24 cm.

主题词汇:

Time-series analysis.

Prediction theory.

ISBN:

9780471090236

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图书馆	资料类型	排架号	子计数	书架位置	状态	图书预约
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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 reasons for choosing one over another.

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