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Forecasting with Univariate Box - Jenkins Models: Concepts and Cases

Publisher: 
John Wiley
Number of Pages: 
576
Price: 
220.00
ISBN: 
978-0471090236
Date Received: 
Thursday, April 12, 2007
Reviewable: 
Yes
Include In BLL Rating: 
Yes
Alan Pankratz
Series: 
Wiley Series in Probability and Statistics
Publication Date: 
1983
Format: 
Hardcover
Audience: 
Category: 
Textbook
Tags: 
BLL Committee
11/25/2010
BLL Rating: 

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.

Publish Book: 
Modify Date: 
Thursday, November 25, 2010

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