Journal of the American Statistical Association · 1985 · 686 citations · 0 references
ComputingBusiness EconomicsSystems EngineeringForecastingSystems AnalysisTime Series AnalysisForecast EvaluationForecasting MethodsState-space ModelsTime Series ForecastingTime Series ModelingTime Series PredictionArima ModelsBox-jenkins MethodologyStatistical Time Series Models
A comprehensive, applications-oriented treatment of time series analysis. Integrates time series theory with methods of systems analysis. Clearly explains the use of ARMA forecasts and includes a complete treatment of the Box/Jenkins approach to modelling. Provides worked examples.