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FORECASTING WITH UNIVARIATE
BOX-JENKINS MODELS Forecasting With
Univariate
Box- Jenkins Models
CONCEPTS AND CASES
ALAN PANKRATZ
DePauw Univenity
JOHN WILN & SONS
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Copyright Q   1983   by   John Wily & Sons.   Inc.
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Library of Congress Catdoging in Pdicath Data.
Pankran. Alan, 1944-
Forecasting with univariate Box-Jenkins models.
(Wiley series in probability and mathematical
statistics,   ISSN 0271.6356.   Probability and mathematical
statistics)
Bibliography: p.
Includes index.
I.   Time-series   analysis.   2.   Prediction theory.
I. Title.   11.   Series.
QA280.P37   1983   519.5’5   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... [continues]

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