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