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ARIMA model building and the time series analysis approach to forecasting
Author(s) -
Newbold Paul
Publication year - 1983
Publication title -
journal of forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.543
H-Index - 59
eISSN - 1099-131X
pISSN - 0277-6693
DOI - 10.1002/for.3980020104
Subject(s) - autoregressive integrated moving average , time series , box–jenkins , series (stratigraphy) , computer science , econometrics , economics , machine learning , paleontology , biology
This paper reviews the approach to forecasting based on the construction of ARIMA time series models. Recent developments in this area are surveyed, and the approach is related to other forecasting methodologies.