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Box-Jenkins model

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In statistics, the Box-Jenkins method, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive integrated moving average ARIMA models to find the best fit of a time series to past values of this time series, in order to make forecasts.

ReferencesEdit

  • Box, George and Jenkins, Gwilym (1970) Time series analysis: Forecasting and control, San Francisco: Holden-Day.

External linksEdit

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