Forecasting with Univariate Box - Jenkins Models - Группа авторов
Автор: | Группа авторов |
Издательство: | John Wiley & Sons Limited |
Серия: | |
Жанр произведения: | Математика |
Год издания: | 0 |
isbn: | 9780470317273 |
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.