Forecasting with Univariate Box - Jenkins Models
Сборник 43502514
Жанр:математика
Язык книги:Английский
Тип:PDF книга
Издательство:John Wiley & Sons Limited
Дата публикации:08.12.2022
Просмотры:42
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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.