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.
Read more
Concepts and Cases

Product details

ISBN
9780470317273
Published
2018
Edition
1. edition
Publisher
Wiley Global Research (STMS)
Language
Product language
Engelsk
Format
Product format
Digital bok