Accession Number : AD0650277

Title :   MODELS FOR PREDICTION AND CONTROL CHAPTER VIII. FORECASTING SEASONAL TIME SERIES.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Box,G. E. P. ; Jenkins,G. M.

Report Date : FEB 1967

Pagination or Media Count : 69

Abstract : The object of this chapter is to consider appropriate stochastic models for seasonal time series and to consider how the appropriate model can be (a) identified, (b) fitted, (c) how the adequacy of the fit can be checked, and (d) how the appropriate model can be used for forecasting.

Descriptors :   (*MATHEMATICAL MODELS, PREDICTIONS), (*TIME SERIES ANALYSIS, STOCHASTIC PROCESSES), CONTROL, MATHEMATICAL PREDICTION, PERIODIC VARIATIONS, STATISTICAL FUNCTIONS, ITERATIONS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE