文档介绍：Forecasting With
Univariate
Box- Jenkins Models
CONCEPTS AND CASES
ALAN PANKRATZ
DePauw Univenity
JOHN WILN & SONS
New York - Chichester - Brisbane - Toronto + Singapore
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FORECASTING WITH UNIVARIATE
BOX-JENKINS MODELS
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Copyright Q 1983 by John Wily & Sons. Inc.
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Pankran. Alan, 1944-
Forecasting with univariate Box-Jenkins models.
(Wiley series in probability and mathematical
statistics, ISSN . Probability and mathematical
statistics)
Bibliography: p.
Includes index.
I. Time-series analysis. 2. Prediction theory.
I. Title. 11. Series.
1983 ’5 83-1404
ISBN 0-471-09023-9
10
The theory and practice of time-series analysis and forecasting has devel-
oped rapidly over the last several years. One of the better known short-term
forecasting methods is often referred to as univariate Box-Jenkins analysis,
or ARIMA analysis. Several years ago I introduced this method into my
undergraduate course in model building and forecasting. I searched in vain
for a text that presented the concepts at a