Forecasting With Univariate Box-Jenkins Models - Concepts and Cases

Explaining the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through case studies, this book includes: automatic model-building procedures; testing for unit roots; use of the extended sample autocorrelation function; out-of-sample tests of forecasting accuracy; transfer function models; and intervention analysis.

Product details

• Authors: Alan Pankratz
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Release: 30.07.2018, delayed
• EAN: 9780471202387
• ISBN: 978-0-471-20238-7
• No. of pages: 448
• Series: Wiley Series in Probability and Statistics; Wiley Series in Probability and Statistics
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics