Concepedia

Box-jenkins Methodology

Box-Jenkins Methodology is a systematic statistical modeling framework for time series analysis and forecasting, distinguished by its iterative approach involving model identification, parameter estimation, and diagnostic checking within the class of autoregressive integrated moving average (ARIMA) models.

637

Publications

36.8K

Citations

1.5K

Authors

670

Institutions

Publications per year

2017–2026

135

Variants

Box-jenkins Approach

Parents

Publications

637

Time Series Analysis by State Space Methods

J. Durbin, Siem Jan Koopman · Oxford University Press eBooks · 2012 · 1.5K citations

, , +15

Applied Time Series Analysis for the Social Sciences.

Richard A. Berk, Richard McCleary, Richard A. Hay · Contemporary Sociology A Journal of Reviews · 1981 · 1.1K citations

, , +15

Regression in Space and Time: A Statistical Essay

James A. Stimson · American Journal of Political Science · 1985 · 907 citations

, , +17

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

Paul Newbold, Clive W. J. Granger · Journal of the Royal Statistical Society Series A (General) · 1974 · 846 citations

, , +16

Short-term traffic flow prediction using seasonal ARIMA model with limited input data

S. Vasantha Kumar, Lelitha Vanajakshi · European Transport Research Review · 2015 · 803 citations · Full text

, , +16

1–5 of 637

Authors

1.5K

  1. PN
    Paul Newbold

    University of Nottingham, United Kingdom

    6 publications · 1.1K citations

    6

    h-index

  2. TN
    Thor Norström

    Stockholm University, Sweden

    6 publications · 319 citations

    6

    h-index

  3. RP
    Rik Pintelon

    Vrije Universiteit Brussel, Belgium

    5 publications · 167 citations

    5

    h-index

  4. PC
    Peter Christoffersen

    University of Toronto, Canada

    5 publications · 172 citations

    5

    h-index

  5. FX
    Francis X. Diebold

    University of Pennsylvania, United States

    5 publications · 172 citations

    5

    h-index

1–5 of 1.5K

Institutions

670

  1. Stockholm University

    Stockholm, Sweden

    11 h-index

    12 publications

    779 citations

  2. Jiangnan University

    Wuxi, China

    8 h-index

    16 publications

    1.4K citations

  3. University of California, Berkeley

    Berkeley, United States

    6 h-index

    17 publications

    388 citations

  4. University of Waterloo

    Waterloo, Canada

    6 h-index

    11 publications

    636 citations

  5. Swedish Institute

    Stockholm, Sweden

    6 h-index

    7 publications

    376 citations

  6. Lancaster University

    Lancaster, United Kingdom

    6 h-index

    6 publications

    415 citations

  7. University of Technology Malaysia

    Johor Bahru, Malaysia

    6 h-index

    13 publications

    301 citations

  8. Vrije Universiteit Brussel

    Brussels, Belgium

    5 h-index

    15 publications

    457 citations

1–8 of 670

Venues

  1. Journal of Forecasting

    18 publications · 1.4K citations

    16

    h-index

  2. Journal of the American Statistical Association

    13 publications · 1.6K citations

    12

    h-index

  3. Journal of Marketing Research

    11 publications · 705 citations

    10

    h-index

  4. Addiction

    10 publications · 797 citations

    10

    h-index

  5. SSRN Electronic Journal

    Repository · 9 publications · 200 citations

    9

    h-index

1–5