Basic concepts of Box-Jenkins analysis

By Valor Sabatier, Josep

Economics

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.

Collection: IESE (España)

Ref: ADN-241-E

Format: PDF

Publication Date: Feb 1, 1995

Language: English

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Basic concepts of Box-Jenkins analysis

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Basic concepts of Box-Jenkins analysis

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Basic concepts of Box-Jenkins analysis

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