Forecasting with univariate Box-Jenkins models : concepts and cases / Alan Pankratz.
Material type:
TextLanguage: English Series: Wiley series in probability and mathematical statisticsPublication details: New York : Wiley, c1983.Description: xiv, 562 p. : ill. ; H.B. 24 cmISBN: - 9780471090236
- R 519.55 PAN(FOR)
| Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|---|---|
REFERENCE STATISTICS
|
St. Xavier's University, Kolkata Reference Section | Reference | R 519.55 PAN(FOR) (Browse shelf(Opens below)) | S.X.U.K | 10454 | Not For Loan | US10454 |
CHAPTER 1
Overview (Pages: 3-23)
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CHAPTER 2
Introduction to Box—Jenkins Analysis of a Single Data Series (Pages: 24-44)
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CHAPTER 3
Underlying Statistical Principles (Pages: 45-79)
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CHAPTER 4
An Introduction to the Practice of ARIMA Modeling (Pages: 80-93)
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CHAPTER 5
Notation and the Interpretation of ARIMA Models (Pages: 94-118)
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CHAPTER 6
Identification: Stationary Models (Pages: 119-154)
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CHAPTER 7
Identification: Nonstationary Models (Pages: 154-192)
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CHAPTER 8
Estimation (Pages: 193-223)
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CHAPTER 9
Diagnostic Checking (Pages: 224-239)
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CHAPTER 10
Forecasting (Pages: 240-264)
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CHAPTER 11
Seasonal and Other Periodic Models (Pages: 265-295)
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CHAPTER 12
Practical Rules (Pages: 297-310)
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Case Studies: Introduction (Pages: 311-314)
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Case 1. Change in Business Inventories (Pages: 315-327)
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Case 2. Saving Rate (Pages: 328-346)
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Case 3. Coal Production (Pages: 347-368)
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Case 4. Housing Permits (Pages: 369-390)
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Case 5. Rail Freight (Pages: 391-401)
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Case 6. AT & T Stock Price (Pages: 402-410)
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Case 7. Real-Estate Loans (Pages: 411-424)
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Case 8. Parts Availability (Pages: 425-440)
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Case 9. Air-Carrier Freight (Pages: 441-462)
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Case 10. Profit Margin (Pages: 463-471)
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Case 11. Boston Armed Robberies (Pages: 472-491)
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Case 12. Machine-Tool Shipments (Pages: 492-505)
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Case 13. Cigar Consumption (Pages: 506-522)
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Case 14 College Enrollment (Pages: 523-533)
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Case 15 Exports (Pages: 534-552)
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Tables (Pages: 553-556)
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Wiley Series in Probability and Mathematical Statistics (Pages: 1-5)
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References (Pages: 553-555)
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Index (Pages: 557-562)
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