Box-Jenkins in Practice
Author : Gordon McLeod
Publisher :
Page : 0 pages
File Size : 28,91 MB
Release : 1983
Category :
ISBN :
Author : Gordon McLeod
Publisher :
Page : 0 pages
File Size : 28,91 MB
Release : 1983
Category :
ISBN :
Author : Gordon MacLeod
Publisher :
Page : pages
File Size : 39,30 MB
Release : 1983
Category : Prediction theory
ISBN :
Author : Alan Pankratz
Publisher : John Wiley & Sons, Incorporated
Page : 584 pages
File Size : 26,15 MB
Release : 1983-08-30
Category : Mathematics
ISBN :
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.
Author :
Publisher :
Page : pages
File Size : 35,82 MB
Release : 1982
Category :
ISBN :
Author : G. Mac Leod
Publisher :
Page : pages
File Size : 33,25 MB
Release : 1983
Category :
ISBN :
Author :
Publisher : Pearson Education India
Page : 620 pages
File Size : 34,92 MB
Release : 1994-09
Category :
ISBN : 9788131716335
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Author : Abdulkader Aljandali
Publisher : Springer
Page : 185 pages
File Size : 14,61 MB
Release : 2017-07-06
Category : Business & Economics
ISBN : 3319564811
This is the second of a two-part guide to quantitative analysis using the IBM SPSS Statistics software package; this volume focuses on multivariate statistical methods and advanced forecasting techniques. More often than not, regression models involve more than one independent variable. For example, forecasting methods are commonly applied to aggregates such as inflation rates, unemployment, exchange rates, etc., that have complex relationships with determining variables. This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that have application in business-orientated fields such as logistic and multinomial regression. Forecasting tools such as the Box-Jenkins approach to time series modeling are introduced, as well as exponential smoothing and naïve techniques. This part also covers hot topics such as Factor Analysis, Discriminant Analysis and Multidimensional Scaling (MDS).
Author : Alan Pankratz
Publisher : John Wiley & Sons
Page : 576 pages
File Size : 15,37 MB
Release : 2009-09-25
Category : Mathematics
ISBN : 0470317272
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.
Author : Gordon McLeod
Publisher :
Page : 432 pages
File Size : 49,49 MB
Release : 1983
Category :
ISBN :
Author : Rob J Hyndman
Publisher : OTexts
Page : 380 pages
File Size : 49,50 MB
Release : 2018-05-08
Category : Business & Economics
ISBN : 0987507117
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.