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Cover image for product 0471090239
Pankratz
ISBN: 978-0-471-09023-6
Hardcover
576 pages
October 1983
This is an out of stock title.
  • Description
  • Table of Contents
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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