ARMA models and the Box-Jenkins methodology

Journal of Forecasting

Volumn 16, Issue 3, 1997, Pages 147-163

  Makridakis, Spyros ^a   Hibon, Michèle ^a  

^a INSEAD   (France)

Author keywords

ARMA models; Box Jenkins; Empirical studies; M Competition; Time series forecasting

Indexed keywords

EID: 0000558462     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199705)16:3<147::AID-FOR652>3.0.CO;2-X     Document Type: Article

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