Forecasting with Univariate Box-Jenkins Models : Concepts and Cases Hardback
by Alan Pankratz
Part of the Wiley Series in Probability and Statistics series
Hardback
Description
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.
Information
-
Item not Available
- Format:Hardback
- Pages:448 pages
- Publisher:John Wiley and Sons Ltd
- Publication Date:20/05/2005
- Category:
- ISBN:9780471202387
Other Formats
- PDF from £217.56
Information
-
Item not Available
- Format:Hardback
- Pages:448 pages
- Publisher:John Wiley and Sons Ltd
- Publication Date:20/05/2005
- Category:
- ISBN:9780471202387