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Forecasting with Univariate Box - Jenkins Models: Concepts and Cases

Alan Pankratz
Publisher: 
John Wiley
Publication Date: 
1983
Number of Pages: 
576
Format: 
Hardcover
Series: 
Wiley Series in Probability and Statistics
Price: 
220.00
ISBN: 
978-0471090236
Category: 
Textbook
BLL Rating: 

The Basic Library List Committee suggests that undergraduate mathematics libraries consider this book for acquisition.

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BASIC CONCEPTS.

Overview.

Introduction to Box-Jenkins Analysis of a Single Data Series.

Underlying Statistical Principles.

An Introduction to the Practice of ARIMA Modeling.

Notation and the Interpretation of ARIMA Models.

Identification: Stationary Models.

Identification: Nonstationary Models.

Estimation.

Diagnostic Checking.

Forecasting.

Seasonal and Other Periodic Models.

THE ART OF ARIMA MODELING.

Practical Rules.

References.

Index.

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