Applied time series analysis (Box-Jenkins Approach)

• Main Authors: Habal, John, Salao, Restituto
• Format: text
• Language: English
• Published: Animo Repository 1982
• Subjects: Time series analysis; Forecasting > mathematical models
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/15113
• Institution: De La Salle University

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...