BOX-JENKINS MODELS Forecasting With
Box- Jenkins Models
CONCEPTS AND CASES
JOHN WILN & SONS
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Pankran. Alan, 1944-
Forecasting with univariate Box-Jenkins models.
(Wiley series in probability and mathematical
statistics, ISSN 0271.6356. Probability and mathematical
I. Time-series analysis. 2. Prediction theory.
I. Title. 11. Series.
QA280.P37 1983 519.5’5 83-1404
10 The theory and practice of time-series analysis and forecasting has devel-
oped rapidly over the last several years. One of the better known short-term
forecasting methods is often referred to as univariate Box-Jenkins analysis,
or ARIMA analysis. Several years ago I introduced this method into my
undergraduate course in model building and forecasting. I searched in vain
for a text that presented the concepts at... [continues]
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