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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1982
|
| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/15113 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | De La Salle University |
| Language: | English |
| id |
oai:animorepository.dlsu.edu.ph:etd_bachelors-15626 |
|---|---|
| record_format |
eprints |
| spelling |
oai:animorepository.dlsu.edu.ph:etd_bachelors-156262021-11-21T03:09:08Z Applied time series analysis (Box-Jenkins Approach) Habal, John Salao, Restituto 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. 1982-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/15113 Bachelor's Theses English Animo Repository Time series analysis Forecasting--mathematical models |
| institution |
De La Salle University |
| building |
De La Salle University Library |
| continent |
Asia |
| country |
Philippines Philippines |
| content_provider |
De La Salle University Library |
| collection |
DLSU Institutional Repository |
| language |
English |
| topic |
Time series analysis Forecasting--mathematical models |
| spellingShingle |
Time series analysis Forecasting--mathematical models Habal, John Salao, Restituto Applied time series analysis (Box-Jenkins Approach) |
| description |
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. |
| format |
text |
| author |
Habal, John Salao, Restituto |
| author_facet |
Habal, John Salao, Restituto |
| author_sort |
Habal, John |
| title |
Applied time series analysis (Box-Jenkins Approach) |
| title_short |
Applied time series analysis (Box-Jenkins Approach) |
| title_full |
Applied time series analysis (Box-Jenkins Approach) |
| title_fullStr |
Applied time series analysis (Box-Jenkins Approach) |
| title_full_unstemmed |
Applied time series analysis (Box-Jenkins Approach) |
| title_sort |
applied time series analysis (box-jenkins approach) |
| publisher |
Animo Repository |
| publishDate |
1982 |
| url |
https://animorepository.dlsu.edu.ph/etd_bachelors/15113 |
| _version_ |
1772834900641054720 |