Pankratz, Alan Forecasting with Univariate Box - Jenkins Models Concepts and Cases Wiley Series in Probability and Statistics
Oktober 1983 215,- Euro 1983. 576 Seiten, Hardcover ISBN 978-0-471-09023-6 - John Wiley & Sons
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Langtext 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.
Aus dem Inhalt BASIC CONCEPTS.
Overview.
Introduction to Box-Jenkins Analysis of a Single Data Series.
Underlying Statistical Principles.
An Introduction to the Practice of ARIMA Modeling.