Details
Forecasting with Univariate Box - Jenkins Models
Concepts and CasesWiley Series in Probability and Statistics, Band 224 1. Aufl.
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259,99 € |
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| Verlag: | Wiley |
| Format: | |
| Veröffentl.: | 25.09.2009 |
| ISBN/EAN: | 9780470317273 |
| Sprache: | englisch |
| Anzahl Seiten: | 576 |
DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.
Beschreibungen
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.<br> <br> Overview.<br> <br> Introduction to Box-Jenkins Analysis of a Single Data Series.<br> <br> Underlying Statistical Principles.<br> <br> An Introduction to the Practice of ARIMA Modeling.<br> <br> Notation and the Interpretation of ARIMA Models.<br> <br> Identification: Stationary Models.<br> <br> Identification: Nonstationary Models.<br> <br> Estimation.<br> <br> Diagnostic Checking.<br> <br> Forecasting.<br> <br> Seasonal and Other Periodic Models.<br> <br> THE ART OF ARIMA MODELING.<br> <br> Practical Rules.<br> <br> References.<br> <br> Index.
<p><b>Alan Pankratz</b> is the author of <i>Forecasting with Univariate Box - Jenkins Models: Concepts and Cases</i>, published by Wiley.</p>
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