UID:
almafu_9959326995402883
Format:
1 online resource (xiv, 562 pages) :
,
illustrations
Edition:
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
ISBN:
9780470316566
,
047031656X
,
9780470317273
,
0470317272
Content:
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.
Note:
Basic concepts: Overview -- Introduction to Box-Jenkins analysis of a single data series -- Underlying statistical principles -- An introduction to the practice of ARIMA modeling -- Notation and the interpretation of ARIMA models -- Identification: Stationary models -- Identification: Nonstationary models -- Estimation -- Diagnostic checking -- Forecasting -- Seasonal and other periodic models -- The art of ARIMA modeling: Practical rules -- References -- Index.
,
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
,
English.
Additional Edition:
Print version: Pankratz, Alan, 1944- Forecasting with univariate Box-Jenkins models. New York : Wiley, ©1983 ISBN 0471090239
Additional Edition:
ISBN 9780471090236
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9780470316566
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470316566
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470316566
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470316566
