Applied time series analysis (Box-Jenkins Approach)
The purpose of this paper is to explain and apply a method of forecasting using discrete linear time series models. In particular, it presents the parametric modelling approach to time series analysis by examples. Indices of reliance that can be placed on the forecasts are also discussed. The topics...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1982
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/15113 |
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| Institution: | De La Salle University |
| Language: | English |
| Summary: | The purpose of this paper is to explain and apply a method of forecasting using discrete linear time series models. In particular, it presents the parametric modelling approach to time series analysis by examples. Indices of reliance that can be placed on the forecasts are also discussed. The topics contained in this thesis include basic concepts of time series analysis, stationarity, autocovariance and autocorrelation, models for stationary time series, differencing and homogeneous nonstationarity, identification and estimation of ARIMA models and forecasting ARIMA processes. |
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