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Forecasting with Univariate Box - Jenkins Models

Forecasting with Univariate Box - Jenkins Models
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作者: 著
出版社: Wiley & Sons
1983-08
版次: 1
ISBN: 9780471090236
定价: 2920.80
装帧: 精装
页数: 576页
正文语种: 英语
丛书: Wiley Series in Proability and Statistics
分类: 外文古旧书>英文书>工程技术
  • 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.
  • 内容简介:
    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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