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Forecasting with Univariate Box-Jenkins Models : Concepts and Cases, Hardback Book

Forecasting with Univariate Box-Jenkins Models : Concepts and Cases Hardback

Part of the Wiley Series in Probability and Statistics series

Hardback

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Explaining the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through case studies, Forecasting with Univariate Box-Jenkins Models maintains the strengths of its acclaimed predecessor, including its clear and exceedingly accurate explanations, the accessibility to students and practitioners with a modest background in statistical methods, and the emphasis on the application of univariate ARIMA analysis.

This second edition is updated with new topics, including: automatic model-building procedures; testing for unit roots; use of the extended sample autocorrelation function; out-of-sample tests of forecasting accuracy; transfer function models; and intervention analysis.

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