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Forecasting with univariate Box-Jenkins models : concepts and cases

Author: Alan Pankratz
Publisher: New York : Wiley, ©1983.
Series: Wiley series in probability and mathematical statistics., Applied probability and statistics.
Edition/Format:   Print book : EnglishView all editions and formats
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Additional Physical Format: Online version:
Pankratz, Alan, 1944-
Forecasting with univariate Box-Jenkins models.
New York : Wiley, ©1983
(OCoLC)625772014
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Alan Pankratz
ISBN: 0471090239 9780471090236
OCLC Number: 9280850
Description: xiv, 562 pages : illustrations ; 24 cm
Contents: Basic concepts: Overview --
Introduction to Box-Jenkins analysis of a single data series --
Underlying statistical principles --
An introduction to the practice of ARIMA modeling --
Notation and the interpretation of ARIMA models --
Identification: Stationary models --
Identification: Nonstationary models --
Estimation --
Diagnostic checking --
Forecasting --
Seasonal and other periodic models --
The art of ARIMA modeling: Practical rules --
References --
Index.
Series Title: Wiley series in probability and mathematical statistics., Applied probability and statistics.
Responsibility: Alan Pankratz.
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<http:\/\/www.worldcat.org\/oclc\/9280850<\/a>> # Forecasting with univariate Box-Jenkins models : concepts and cases<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Book<\/a>, schema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"9280850<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/nyu<\/a>> ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/dbpedia.org\/resource\/New_York_City<\/a>> ; # New York<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Thing\/statistical_mathematics<\/a>> ; # Statistical mathematics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/prediction_theory<\/a>> ; # Prediction theory<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/zeitreihenanalyse<\/a>> ; # Zeitreihenanalyse<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/prevision_theorie_de_la<\/a>> ; # Pr\u00E9vision, Th\u00E9orie de la<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/serie_chronologique<\/a>> ; # S\u00E9rie chronologique<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/box_jenkins_verfahren<\/a>> ; # Box-Jenkins-Verfahren<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/box_jenkins_forecasting<\/a>> ; # Box-Jenkins forecasting<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/series_chronologiques<\/a>> ; # S\u00E9ries chronologiques<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/voorspellingen<\/a>> ; # Voorspellingen<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/tijdreeksen<\/a>> ; # Tijdreeksen<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/519.55\/e19\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/prognose<\/a>> ; # Prognose<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/519.54\/e19\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:bookFormat<\/a> bgn:PrintBook<\/a> ;\u00A0\u00A0\u00A0\nschema:copyrightYear<\/a> \"1983<\/span>\" ;\u00A0\u00A0\u00A0\nschema:creator<\/a> <http:\/\/viaf.org\/viaf\/28440565<\/a>> ; # Alan Pankratz<\/span>\n\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"1983<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Basic concepts: Overview -- Introduction to Box-Jenkins analysis of a single data series -- Underlying statistical principles -- An introduction to the practice of ARIMA modeling -- Notation and the interpretation of ARIMA models -- Identification: Stationary models -- Identification: Nonstationary models -- Estimation -- Diagnostic checking -- Forecasting -- Seasonal and other periodic models -- The art of ARIMA modeling: Practical rules -- References -- Index.<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:exampleOfWork<\/a> <http:\/\/worldcat.org\/entity\/work\/id\/792788945<\/a>> ;\u00A0\u00A0\u00A0\nschema:inLanguage<\/a> \"en<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isPartOf<\/a> <http:\/\/worldcat.org\/issn\/0271-6356<\/a>> ; # Wiley series in probability and mathematical statistics.<\/span>\n\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/www.worldcat.org\/oclc\/625772014<\/a>> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Forecasting with univariate Box-Jenkins models : concepts and cases<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:productID<\/a> \"9280850<\/span>\" ;\u00A0\u00A0\u00A0\nschema:publication<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/9280850#PublicationEvent\/new_york_wiley_1983<\/a>> ;\u00A0\u00A0\u00A0\nschema:publisher<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Agent\/wiley<\/a>> ; # Wiley<\/span>\n\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/www.gbv.de\/dms\/bowker\/toc\/9780471090236.pdf<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/catdir.loc.gov\/catdir\/toc\/onix03\/83001404.html<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9780471090236<\/a>> ;\u00A0\u00A0\u00A0\numbel:isLike<\/a> <http:\/\/bnb.data.bl.uk\/id\/resource\/GB8424818<\/a>> ;\u00A0\u00A0\u00A0\nwdrs:describedby<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/9280850<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

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<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/box_jenkins_forecasting<\/a>> # Box-Jenkins forecasting<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Box-Jenkins forecasting<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/box_jenkins_verfahren<\/a>> # Box-Jenkins-Verfahren<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Box-Jenkins-Verfahren<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/prediction_theory<\/a>> # Prediction theory<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Prediction theory<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/prevision_theorie_de_la<\/a>> # Pr\u00E9vision, Th\u00E9orie de la<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Pr\u00E9vision, Th\u00E9orie de la<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Pr\u00E9vision, Th\u00E9orie de la<\/span>\"@fr<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/serie_chronologique<\/a>> # S\u00E9rie chronologique<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"S\u00E9rie chronologique<\/span>\"@fr<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/series_chronologiques<\/a>> # S\u00E9ries chronologiques<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"S\u00E9ries chronologiques<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/792788945#Topic\/tijdreeksen<\/a>> # Tijdreeksen<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Tijdreeksen<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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<http:\/\/viaf.org\/viaf\/28440565<\/a>> # Alan Pankratz<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:birthDate<\/a> \"1944<\/span>\" ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Pankratz<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Alan<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Alan Pankratz<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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