Basic concepts of Box-Jenkins analysis

  • Reference: ADN-241-E

  • Publication Date: Feb 1, 1995

  • Source: IESE (España)

  • Type of Document: Technical Note

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Description

This note introduces the basic concepts of Box-Jenkins models for Time Series forecasting. It is quite practical in nature and uses in all examples the statistical package Forestat, although the concepts can be applied elsewhere. The note can be used in an introductory statistics course at the MBA level.

Keywords

Statistics