Simple forecasting models based on Box-Jenkins analysis

This note introduces simple forecasting models that need Box-Jenkins analysis to be implemented. It is quite practical in nature and uses in all examples the statistical package Forestat, although the concepts can be applied using any statistical package implementing the Box-Jenkins algorithms. The note can be used in an introductory statistics course at the MBA level.

Collection: IESE (España)
Ref: ADN-242-E
Format: PDF
Publication Date: Feb 1, 1995
Language: English

Description

This note introduces simple forecasting models that need Box-Jenkins analysis to be implemented. It is quite practical in nature and uses in all examples the statistical package Forestat, although the concepts can be applied using any statistical package implementing the Box-Jenkins algorithms. The note can be used in an introductory statistics course at the MBA level.
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Simple forecasting models based on Box-Jenkins analysis

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"Simple forecasting models based on Box-Jenkins analysis"