Browsing School of Economic Sciences and Business by Subject "ARMA models"
Now showing items 1-1 of 1
-
ARMA Models and the Box–Jenkins Methodology
(John Wiley & Sons, Ltd., 1997-05)The purpose of this paper is to apply the Box–Jenkins methodology to ARIMA models and determine the reasons why in empirical tests it is found that the post-sample forecasting the accuracy of such models is generally worse ...