Forecasting with Univariate Box - Jenkins Models. Группа авторов
- Тип: Текст PDF
- Автор:
- Издательство: John Wiley & Sons Limited(2019)
- ISBN: 9780470317273
- Страниц: 587
- Язык: Английский
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- Жанры: Математика
- Описание
- Фрагмент
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.