Forecasting with Univariate Box - Jenkins Models. Группа авторов
Математика.
- Название
- Forecasting with Univariate Box - Jenkins Models
- Автор:
- Группа авторов
- Серия:
- Жанр:
- Математика
- Год выпуска:
- 0
- isbn:
- 9780470317273
- Аннотация:
- 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.