Alan Pankratz

Forecasting with Univariate Box - Jenkins Models (eBook, PDF)

Concepts and Cases

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Wiley-Blackwell
• Erscheinungstermin: 25. September 2009
• Englisch
• ISBN-13: 9780470317273
• Artikelnr.: 38207074

Autorenporträt

Alan Pankratz is the author of Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, published by Wiley.

Inhaltsangabe

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.