Statistics Inference for stochastic processes and time series Concept
Box–Jenkins method
Summary
The Box–Jenkins method is an iterative procedure for building an ARIMA model of a time series and using it to forecast. It cycles through model identification, parameter estimation and diagnostic checking until the fitted model describes the data adequately. George Box and Gwilym Jenkins set it out in their 1970 book Time Series Analysis: Forecasting and Control.
Further reading
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| Tag | JX775JPB0N |
|---|---|
| URI | m2://JX775JPB0N |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62M10, 62M20 |
| Same as |
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