Accession Number : AD0656685

Title :   MODELS FOR FORECASTING SEASONAL AND NON-SEASONAL TIME SERIES.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Box,George E. P. ; Jenkins,Gwilym M. ; Bacon,D. W.

Report Date : JUN 1967

Pagination or Media Count : 43

Abstract : The optimal forecasts of future values of a time series are determined by the nature of the stochastic model which describes that series. The main effort then in statistical analysis directed to forecasting must be in obtaining a suitable stochastic model for the series. The following paper outlines the approach which has been taken in a forthcoming book. Box, G. E. P. and Jenkins, G. M., Statistical Models for Forecasting and Control, Holden-Day, San Francisco.

Descriptors :   (*TIME SERIES ANALYSIS, STOCHASTIC PROCESSES), (*STATISTICAL ANALYSIS, TIME SERIES ANALYSIS), MATHEMATICAL MODELS, OPERATORS(MATHEMATICS), TRANSFORMATIONS(MATHEMATICS), ITERATIONS, CONTROL, MATHEMATICAL ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE