Forecasting with Univariate Box-Jenkins Models: Concepts and Cases (Wiley Series in Probability and Statistics)

By Zappe and Alan Pankratz

Explaining the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through case studies, Forecasting with Univariate Box-Jenkins Models maintains the strengths of its acclaimed predecessor, including its clear and exceedingly accurate explanations, the accessibility to students and practitioners with a modest background in statistical methods, and the emphasis on the application of univariate ARIMA analysis. This second edition is updated with new topics, including: automatic model-building procedures; testing for unit roots; use of the extended sample autocorrelation function; out-of-sample tests of forecasting accuracy; transfer function models; and intervention analysis.

• Format: Hardcover
• Language: English
• ISBN: 047120238X
• ISBN13: 9780471202387
• Release Date: March 2022
• Publisher: Wiley
• Length: 448 Pages
• Weight: 1.74 lbs.