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Forecasting with Univariate Box - Jenkins Models

Forecasting with Univariate Box - Jenkins Models
Author: Alan Pankratz
Publisher: John Wiley & Sons
Total Pages: 576
Release: 2009-09-25
Genre: Mathematics
ISBN: 0470317272

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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.


Forecasting with Univariate Box - Jenkins Models

Forecasting with Univariate Box - Jenkins Models
Author: Alan Pankratz
Publisher: John Wiley & Sons, Incorporated
Total Pages: 584
Release: 1983-08-30
Genre: Mathematics
ISBN:

Download Forecasting with Univariate Box - Jenkins Models Book in PDF, ePub and Kindle

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.


Applied Time Series and Box-Jenkins Models

Applied Time Series and Box-Jenkins Models
Author: Walter Vandaele
Publisher:
Total Pages: 440
Release: 1983
Genre: Business & Economics
ISBN:

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This text presents Time Series analysis and Box-Jenkins models.


UNIVARIATE TIME SERIES FORECASTING. BOX JENKINS METHODOLOGY: ARIMA MODELS. Examples with R

UNIVARIATE TIME SERIES FORECASTING. BOX JENKINS METHODOLOGY: ARIMA MODELS. Examples with R
Author: Felicidad MARQUÉS
Publisher:
Total Pages: 230
Release: 2021-12-21
Genre:
ISBN:

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This book develops the Box and Jenkins methodology for the prediction of time series through the ARIMA models. The book begins by introducing the concepts needed to make univariate time series predictions. Next, the identification, estimation and prediction of the ARIMA models is deepened, both in the non-seasonal field and in the seasonal field. An important part of the content is the automatic prediction methods, including the use of neural networks and the space of the states to obtain improved predictions of time series. The intervention models that collect the effects of atypicalities in obtaining predictions are discussed below. Finally, the transfer function models or ARIMAX models that use external continuous regressors to guide the predictions of a time series are considered. A great variety of examples and exercises solved with R. are presented.


Time Series Analysis: Forecasting & Control, 3/E

Time Series Analysis: Forecasting & Control, 3/E
Author:
Publisher: Pearson Education India
Total Pages: 620
Release: 1994-09
Genre:
ISBN: 9788131716335

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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.


Forecasting with Dynamic Regression Models

Forecasting with Dynamic Regression Models
Author: Alan Pankratz
Publisher: John Wiley & Sons
Total Pages: 410
Release: 2012-01-20
Genre: Mathematics
ISBN: 1118150783

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One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.


Multivariate Methods and Forecasting with IBM® SPSS® Statistics

Multivariate Methods and Forecasting with IBM® SPSS® Statistics
Author: Abdulkader Aljandali
Publisher: Springer
Total Pages: 185
Release: 2017-07-06
Genre: Business & Economics
ISBN: 3319564811

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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).