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Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability & Mathematical Statistics)

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Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability & Mathematical Statistics) Cover

 

Synopses & Reviews

Publisher Comments:

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

BASIC CONCEPTS.

Overview.

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.

Estimation.

Diagnostic Checking.

Forecasting.

Seasonal and Other Periodic Models.

THE ART OF ARIMA MODELING.

Practical Rules.

References.

Index.

Product Details

ISBN:
9780471090236
Author:
Pankratz, Alan
Publisher:
John Wiley & Sons
Location:
New York :
Subject:
Statistics
Subject:
Time-series analysis
Subject:
Prediction theory
Subject:
Box-Jenkins forecasting.
Subject:
Probability & Statistics - General
Subject:
Statistics for Finance, Business & Economics
Subject:
Mathematics | Probability and Statistics
Copyright:
Edition Description:
WOL online Book (not BRO)
Series:
Wiley Series in Probability and Statistics
Series Volume:
36
Publication Date:
August 1983
Binding:
HARDCOVER
Grade Level:
Professional and scholarly
Language:
English
Illustrations:
Yes
Pages:
576
Dimensions:
9.35x6.42x1.33 in. 2.08 lbs.

Related Subjects

Science and Mathematics » Mathematics » General
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Forecasting with Univariate Box - Jenkins Models: Concepts and Cases (Wiley Series in Probability & Mathematical Statistics) Used Hardcover
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