ARIMA

vs83 · March 1st, 2006, 3:00 am

Can someone provide me with link to Basics of ARIMA modelings, somewhere where I can knwo about ARIMA from scratch?~

markpark · March 1st, 2006, 4:59 am

box and jenkins : time series analysis is the bible.also, a more upto date all encompassing time series book : hamilton : time series analysis.

DavidJN · March 1st, 2006, 12:33 pm

A great econometrics cookbook isEconometric Models and Economic Forecasts (Text alone), 4th EditionRobert S Pindyck, Massachusetts Institute of Tech Daniel L Rubinfeld, UNIV OF CALIF-BERKELEY Hardcover, 656 pages ©1998, ISBN 0070502080 I found the book particularly clear and helpful on ARIMA models.

jfuqua · March 1st, 2006, 3:45 pm

This is a link to a bibliography of books on time series analysis.http://www.itl.nist.gov/div898/handbook ... pmc7.htmIf you are looking for a short, straight-forward treatment the Nelson 'Applied Time Series Analysis' wasa standard MBA level book for many years. I agree that the other references given on this Forum are excellent, though the Box and Jenkins book is a bit dense to start-off with.I'd add Granger, CWJ, and Newbold, P. (1986). Forecasting Economic Time Series. Academic Press, Harcourt Brace Jovanovich, New York, NY, USA, second edition as another very good book.