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.
Series: Wiley Series in Probability and Statistics
Number Of Pages: 576
Published: 30th August 1983
Publisher: John Wiley and Sons Ltd
Country of Publication: US
Dimensions (cm): 23.5 x 16.05 x 3.74
Edition Number: 1