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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Concepts and Cases

Produktdetaljer

ISBN
9780470317273
Publisert
2018
Utgave
1. utgave
Utgiver
Vendor
Wiley-Blackwell
Språk
Product language
Engelsk
Format
Product format
Digital bok

Forfatter