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Other titles in the Wiley Series in Probability & Mathematical Statistics series:
Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability & Mathematical Statistics)by Alan Pankratz
Synopses & Reviews
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.
Table of Contents
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.
Seasonal and Other Periodic Models.
THE ART OF ARIMA MODELING.
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Science and Mathematics » Mathematics » General