Hardcover. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Detalles bibliogr�ficos

T�tulo: Forecasting with Univariate Box - Jenkins Models (Hardcover)
Editor: John Wiley & Sons Inc, New York
Fecha de publicaci�n: 1983
Idioma: Ingl�s
ISBN 10: 0471090239
ISBN 13: 9780471090236
Encuadernaci�n: Hardcover
Edici�n: 1� Edici�n
Estado: new

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Sinopsis

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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Alan Pankratz is the author of Forecasting with Univariate Box - Jenkins Models: Concepts and Cases, published by Wiley.

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