Книга Forecasting with Univariate Box - Jenkins Models
- Жанр: Математика
- ISBN: 9780470317273
- Издательство: John Wiley & Sons Limited
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.