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.
Категория: математика
ISBN: 9780470317273
Правообладатель: John Wiley & Sons Limited
Легальная стоимость: 32458.90 руб.
Ограничение по возрасту: 0+
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