The Principles of the Box-Jenkins Approach

DOI10.1057/jors.1975.88zbMath0316.62036OpenAlexW2094192981MaRDI QIDQ4077375

Paul Newbold

Publication date: 1975

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1975.88

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)

Related Items (1)

Parsimonious modelling and forecasting of seasonal time series

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