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Pankratz, Alan

Forecasting with Univariate Box - Jenkins Models : Concepts and Cases

2009 - John Wiley et Sons Ltd.

588 p.

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. [Publisher's Text]

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