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 s

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 th

STATISTICS. ECONOMETRIC METHODS. EXTRAPOLATION METHODS. BOX-JENKINS. AEP FILTERING. BAYESIAN FORECASTING. NAIVE METHOD. MOVING AVERAGE METHOD. EXPONENTIAL SMOOT