Box–Jenkins methodology

GPTKB entity

Statements (34)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alsoKnownAs ARIMA methodology
gptkbp:application forecasting
model estimation
diagnostic checking
model identification
gptkbp:describedBy gptkb:Time_Series_Analysis:_Forecasting_and_Control
gptkbp:developedBy gptkb:George_Box
gptkb:Gwilym_Jenkins
gptkbp:field time series analysis
gptkbp:focusesOn gptkb:ARIMA_models
gptkbp:hasModel gptkb:MA
gptkb:ARIMA
gptkb:ARMA
gptkb:SARIMA
AR
https://www.w3.org/2000/01/rdf-schema#label Box–Jenkins methodology
gptkbp:influenced modern time series forecasting
gptkbp:introducedIn 1970
gptkbp:relatedTo stationarity
autocorrelation
residual analysis
differencing
partial autocorrelation
gptkbp:step model checking
parameter estimation
forecasting
model identification
gptkbp:usedIn economics
engineering
environmental science
finance
gptkbp:bfsParent gptkb:ARIMA_models
gptkbp:bfsLayer 7