Forecasting with Univariate Box-Jenkins Models
Concepts and Cases
Seiten
2005
|
2nd Revised edition
Wiley-Blackwell (an imprint of John Wiley & Sons Ltd) (Verlag)
9780471202387 (ISBN)
Wiley-Blackwell (an imprint of John Wiley & Sons Ltd) (Verlag)
9780471202387 (ISBN)
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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.
Explaining the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through case studies, Forecasting with Univariate Box-Jenkins Models maintains the strengths of its acclaimed predecessor, including its clear and exceedingly accurate explanations, the accessibility to students and practitioners with a modest background in statistical methods, and the emphasis on the application of univariate ARIMA analysis. This second edition is updated with new topics, including: 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.
Explaining the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through case studies, Forecasting with Univariate Box-Jenkins Models maintains the strengths of its acclaimed predecessor, including its clear and exceedingly accurate explanations, the accessibility to students and practitioners with a modest background in statistical methods, and the emphasis on the application of univariate ARIMA analysis. This second edition is updated with new topics, including: 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.
| Reihe/Serie | Wiley Series in Probability and Statistics |
|---|---|
| Verlagsort | Chicester |
| Sprache | englisch |
| Maße | 150 x 250 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| ISBN-13 | 9780471202387 / 9780471202387 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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