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Forecasting with Univariate Box - Jenkins Models: Concepts and Cases

Alan Pankratz
ISBN: 978-0-471-09023-6
Hardcover
576 pages
August 1983
List Price: US $306.75
Government Price: US $211.80
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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.

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