1 option
Forecasting with univariate Box-Jenkins models : concepts and cases / Alan Pankratz.
- Format:
- Book
- Author/Creator:
- Pankratz, Alan, 1944-
- Series:
- Wiley series in probability and mathematical statistics. Applied probability and statistics 0271-6356.
- Wiley series in probability and mathematical statistics. Applied probability and statistics. 0271-6356.
- Language:
- English
- Subjects (All):
- Time-series analysis.
- Prediction theory.
- Physical Description:
- xiv, 562 pages : illustrations ; 24 cm.
- Place of Publication:
- New York : Wiley, [1983]
- 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.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 0471090239
- OCLC:
- 9280850
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.