Forecasting with Univariate Box - Jenkins Models. Группа авторов
Математика.
Forecasting with Univariate Box - Jenkins Models
Год выпуска 0
isbn 9780470317273
Автор произведения Группа авторов
Жанр Математика
Издательство John Wiley & Sons Limited
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.