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.
- ISBN10 0471090239
- ISBN13 9780471090236
- Publish Date 26 October 1983
- Publish Status Active
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 576
- Language English