Box-Jenkins

From Wikipedia, the free encyclopedia

You have new messages (last change).

In econometrics, the Box-Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive integrated moving average ARIMA models to find the best fit of a time series to past values of this time series, in order to make forecasts.

[edit] References

  • Box, George and Jenkins, Gwilym (1970) Time series analysis: Forecasting and control, San Francisco: Holden-Day.

[edit] External links

This Econometrics-related article is a stub. You can help Wikipedia by expanding it.
Retrieved from "http://en.wikipedia.org../../../b/o/x/Box-Jenkins_6fc2.html"