Forecasting with Univariate Box - Jenkins Models
Тип: PDF книга
Жанр: Математика
Язык: на английском языке
Издательство: John Wiley & Sons Limited
Дата публикации: 25.04.2024
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О книге: 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.