Forecasting with univariate Box-Jenkins models concepts and cases
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...
| Autor principal: | |
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| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
New York :
J. Wiley
cop. 1983.
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| Colección: | Wiley ebooks.
Wiley series in probability and mathematical statistics. |
| Materias: | |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b44978959*spi |
| Sumario: | 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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| Descripción Física: | 1 recurso electrónico (XIV, 562 p.) |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9780470316566 9780471090236 |
