Contenido:
Introduction
• Defining an ARIMA model
• Building an ARIMA model
Examples
Univariate ARIMA Models
2T.l AruMA model identification
2T.2 Estimating parameters and diagnostic checking
2T.3 Forecasting
2T.4 Identifying and replacing (estimating) missing values
Intervention Analysis
2T.5 Constructing a preintervention model
2T.6 Identifying the form of the intervention and estimating
intervention parameters
2T.7 Modeling several interventions
Multiple-Input Transfer Function Models
2T.8 Identifying the transfer function
2T.9 Specifying the transfer function
2T.I0 Modeling the output series
2T.ll Diagnostic checking
2T.12 Forecasting the predictor series
2T.13 Calculating psiweights and forecasting the output series