The Principles of the Box-Jenkins Approach

DOI10.1057/JORS.1975.88MaRDI QIDQ4077375zbMATHOpenAlexFDO

Authors Paul Newbold

Publication date 1975

Published in The 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

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Cited in

(1)

• Parsimonious modelling and forecasting of seasonal time series

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