Free Download Forecasting with Univariate Box-Jenkins Models: Concepts and Cases by Alan Pankratz
English | PDF | 1983 | 570 Pages | ISBN : 0471090239 | 23.55 MB
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.