Forecasting with Univariate Box - Jenkins Models Группа авторов

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. Это и многое другое вы найдете в книге Forecasting with Univariate Box - Jenkins Models (Группа авторов)