很老的一本书,但是对ARMA model介绍的很好。
Product DescriptionExplains 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.
Hardcover: 576 pages Publisher: Wiley; First Edition edition (August 1983) Language: English ISBN-10: 0471090239 ISBN-13: 978-0471090236
这个是amazon的链接:
http://www.amazon.com/Forecasting-Univariate-Box-Probability-Statistics/dp/0471090239


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