Box-Jenkins methodology

GPTKB entity

Statements (24)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alsoKnownAs Box–Jenkins approach
gptkbp:appliesTo non-stationary time series
stationary time series
gptkbp:developedBy gptkb:George_Box
gptkb:Gwilym_Jenkins
gptkbp:field time series analysis
gptkbp:focusesOn gptkb:ARIMA_models
https://www.w3.org/2000/01/rdf-schema#label Box-Jenkins methodology
gptkbp:influenced modern forecasting techniques
gptkbp:publicationYear 1970
gptkbp:publishedIn gptkb:Time_Series_Analysis:_Forecasting_and_Control
gptkbp:relatedTo seasonal adjustment
SARIMA models
gptkbp:step parameter estimation
diagnostic checking
model identification
gptkbp:usedFor forecasting
model estimation
diagnostic checking
model identification
gptkbp:bfsParent gptkb:Time_Series_Analysis:_Forecasting_and_Control
gptkb:ARIMA_model
gptkbp:bfsLayer 7