The Box-Jenkins approach to time series analysis
RAIRO - Operations Research - Recherche Opérationnelle (1977)
- Volume: 11, Issue: 1, page 3-29
- ISSN: 0399-0559
Access Full Article
topHow to cite
topAnderson, O. D.. "The Box-Jenkins approach to time series analysis." RAIRO - Operations Research - Recherche Opérationnelle 11.1 (1977): 3-29. <http://eudml.org/doc/104654>.
@article{Anderson1977,
author = {Anderson, O. D.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {1},
pages = {3-29},
publisher = {EDP-Sciences},
title = {The Box-Jenkins approach to time series analysis},
url = {http://eudml.org/doc/104654},
volume = {11},
year = {1977},
}
TY - JOUR
AU - Anderson, O. D.
TI - The Box-Jenkins approach to time series analysis
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1977
PB - EDP-Sciences
VL - 11
IS - 1
SP - 3
EP - 29
LA - eng
UR - http://eudml.org/doc/104654
ER -
References
top- 1. T. AMEMIYA and R. Y. WU, The Effect of Aggregation on Prediction in the Autoregressive Model, J.A.S.A., vol. 67, 1972, p. 628-632. Zbl0258.62054MR386195
- 2. O. D. ANDERSON, An Inequality with a Time Series Application, J. Econom.,vol. 2, 1974, p. 189-193. Zbl0286.62065
- 3. O. D. ANDERSON, Topics in Time Series, Paper presented to the Mathematics, Computing and Statistics Applications Conference of the British Sociological Association, Guildford, 1974 (to be published).
- 4. O. D. ANDERSON, Identifying Box-Jenkins Processes, Computer Applications, vol. 2, 1974, p. 275-283.
- 5. O. D. ANDERSON, Time Series Analysis and Forecasting, the Box-Jenkins Approach, Butterworths, London, 1975. MR448760
- 6. O. D. ANDERSON, On a Lemma Associated with Box, Jenkins and Granger, J. Econom., vol. 3, 1975, p. 151-156. Zbl0303.62067MR431562
- 7. O. D. ANDERSON, On the Collection of Time Series data, O.R. Quart., vol. 26, 1975, p. 331-335. Zbl0299.62053
- 8. M. S. BARTLETT, On the Theoretical Specification of Sampling Properties of Autocorrelated Time Series, J.R.S.S., B 8, 1946, p. 27-41. Zbl0063.00228MR18393
- 9. G. E. P. BOX and G. M. JENKINS, Time Series Analysis Forecasting and Control, Holden-Day, San Francisco, 1970. Zbl0363.62069MR272138
- 10. G. E. P. BOX and D. A. PIERCE, Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models, J.A.S.A., vol. 65, 1970, p. 1509-1526. Zbl0224.62041MR273762
- 11. K. R. W. BREWER, Some Consequences of Temporal Aggregation and Systematic Sampling for ARMA and ARMAX Models, J. Econom., vol. 1, 1973, p. 133-154. Zbl0268.90016
- 12. A. BUCHAN, Meteorology of Ben Nevis, Trans. Roy. Soc. of Edinburgh, vol. 34, 1890.
- 13. H.M.S.O., Unemployment Flow Statistics, Department of Employment Gazette, 1973, p. 793-795.
- 14. I.C.L., 1900 Series Technical Publication 4284, 1972.
- 15. Financial Times, August 26th 1972-January 20th 1973.
- 16. C. W. J. GRANGER, Prediction with a Generalised Cost of Error Function, O.R. Quart., vol. 20, 1969, p. 199-207. Zbl0174.21901MR295497
- 17. C. W. J. GRANGER, Time Series Modelling and Interpretation, Paper presented to the European Econometric Congress, Budapest, 1972.
- 18. C. W. J. GRANGER, Multi-Step Forecast Errors and Model Mis-specification, Paper presented to the Econometric Society, Oslo, 1973.
- 19. Z. A. LOMNICKI, Tests for Departure from Normality in the Case of Linear Stochastic Processes, Metrika, vol. 4, 1961, p. 37-62. Zbl0107.36503MR125737
- 20. Nottingham City Engineer and Surveyor, 1920. Meteorology of Nottingham.
- 21. M. H. QUENOUILLE, Approximate Tests of Correlation in Time Series, J.R.S.S., B 11, 1949, p. 68-84. Zbl0035.09201MR32176
- 22. S. SIEGEL, Nonparametric Statistics for the Behavioral Sciences, McGraw-Hill, New York, 1956. Zbl0071.35301
- 23. R. A. J. WEBB, A Simulation Study of Lomnicki's Test for Departure from Normality in the Case of Linear Stochastic Processes, MSc thesis, Nottingham University, 1972.
- 24. P. WHITTLE, Prediction and Regulation by Linear Least-Squares Methods, E.U.P.,London, 1963.
- 25. H. WOLD, A Study in the Analysis of Stationary Time Series, Almqvist and Wiksell, Stockholm, 2nd Edn, 1954. Zbl0055.13401MR61344JFM64.1200.02
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.