scientific article

zbMath0704.62085MaRDI QIDQ3996880

Sufi M. Nazem

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical examplesCorrelationautocorrelationexercisesmultivariate time seriesARIMA modelstime series modelspartial autocorrelationhigh-order modelsseasonal time seriescase studiesmodel estimationbusinessseasonal modelsBox-Jenkins methodologyforecasting applicationsBox-Pierce portmanteau statisticsFirst- order autoregressive processesFirst-order moving average processesMixed autoregressive moving average processesreal-data applicationssurvey of commonly available software

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

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