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.
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA mod...
This volume presents the basic concepts and practice of building, using and interpreting single equation dynamic regression models (also called transfer function and intervention models). The book is a companion volume to Forecasting with
This volume presents the basic concepts and practice of building, using and interpreting single equation dynamic regression models (also called transf...
