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Forecasting with Univariate Box - Jenkins Models
Alan Pankratz
其他書名
Concepts and Cases
出版John Wiley & Sons, 2009-09-25
主題Mathematics / Probability & Statistics / GeneralMathematics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN04703172729780470317273
URLhttp://books.google.com.hk/books?id=4wlg2wtgEHYC&hl=&source=gbs_api
EBookSAMPLE
註釋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.