Forecasting with Univariate Box - Jenkins Models (Автор не определен)

Forecasting with Univariate Box - Jenkins Models (Автор не определен)
Автор: Автор не определен
Жанр: математика
Язык: Английский
Размер: 385662 Кб
ISBN: 9780470317273
Полная версия:
Описание книги:
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.