Box-Jenkins Methods: An Alternative to Econometric Models

DOI10.2307/1402755MaRDI QIDQ5649875zbMATH OpenOpenAlexFDO

Authors Thomas H. Naylor, Terry G. Seaks, Dean W. Wichern

Publication date 1972

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1402755

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(5)

• Forecasting in dynamic models with stochastic regressors
• A mixed time-series/econometric approach to forecasting peak system load
• `Horses for courses' in demand forecasting
• New techniques to perform cross-validation for time series models
• On the specification and estimation of large scale simultaneous structural macroeconometric models

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