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Forecasting with Univariate Box-jenkins Models  Concepts and Cases : Concepts and Cases - Alan Pankratz

Forecasting with Univariate Box-jenkins Models Concepts and Cases

Concepts and Cases

Hardcover

Published: 30th August 1983
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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.

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.

ISBN: 9780471090236
ISBN-10: 0471090239
Series: Wiley Series in Probability and Statistics
Audience: Professional
Format: Hardcover
Language: English
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