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http://hdl.handle.net/11718/7110| Title: | Time Series Forecasting: Box Jenkins ARIMA Model |
| Authors: | Ramani, K. V. |
| Keywords: | Time Series |
| Issue Date: | 9-Aug-2010 |
| Abstract: | A time series is a sequence of values of some variable, or composite of variables, taken at successive time periods. Examples of time series are monthly demand for cement, yearly production of steel, etc. Time series analysis helps us to understand the nature of the past and present data in order to forecast the future. In this note, we explain the development of ARIMA model, suggested by Box and Jenkins in 1976, for forecasting. |
| URI: | http://hdl.handle.net/11718/7110 |
| Appears in Collections: | Cases and Notes |
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