ARIMA model building and the time series analysis approach to forecasting
P Newbold - Journal of forecasting, 1983 - Wiley Online Library
ARIMA model building and the time series analysis approach to forecasting Page 1 Journul of
Forecasting, Vol. 2, 23-35 (1983) ARIMA Model Building and the Time Series Analysis …
Forecasting, Vol. 2, 23-35 (1983) ARIMA Model Building and the Time Series Analysis …
Time series analysis
WWS Wei - 2013 - academic.oup.com
Time Series Analysis | The Oxford Handbook of Quantitative Methods in Psychology: Vol.
2Statistical Analysis | Oxford Academic Skip to Main Content Advertisement Oxford Academic …
2Statistical Analysis | Oxford Academic Skip to Main Content Advertisement Oxford Academic …
[图书][B] GARCH models: structure, statistical inference and financial applications
C Francq, JM Zakoian - 2019 - books.google.com
Provides a comprehensive and updated study of GARCH models and their applications in
finance, covering new developments in the discipline This book provides a comprehensive …
finance, covering new developments in the discipline This book provides a comprehensive …
[图书][B] Time series analysis
JD Cryer - 2008 - Springer
The theory and practice of time series analysis have developed rapidly since the
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
Forecast of hourly average wind speed with ARMA models in Navarre (Spain)
JL Torres, A Garcia, M De Blas, A De Francisco - Solar energy, 2005 - Elsevier
In this article we have used the ARMA (autoregressive moving average process) and
persistence models to predict the hourly average wind speed up to 10h in advance. In order …
persistence models to predict the hourly average wind speed up to 10h in advance. In order …
[图书][B] Time series analysis
JD Cryer - 1986 - mybiostats.wordpress.com
The theory and practice of time series analysis have developed rapidly since the
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
appearance in 1970 of the seminal work of George EP Box and Gwilym M. Jenkins, Time …
[图书][B] Market response models: Econometric and time series analysis
DM Hanssens, LJ Parsons, RL Schultz - 2003 - books.google.com
From 1976 to the beginning of the millennium—covering the quarter-century life span of this
book and its predecessor—something remarkable has happened to market response …
book and its predecessor—something remarkable has happened to market response …
Modeling multiple time series with applications
GC Tiao, GEP Box - journal of the American Statistical Association, 1981 - Taylor & Francis
An approach to the modeling and analysis of multiple time series is proposed. Properties of
a class of vector autoregressive moving average models are discussed. Modeling …
a class of vector autoregressive moving average models are discussed. Modeling …
Consistent estimates of autoregressive parameters and extended sample autocorrelation function for stationary and nonstationary ARMA models
RS Tsay, GC Tiao - Journal of the American Statistical Association, 1984 - Taylor & Francis
A unified approach for the tentative specification of the order of mixed stationary and
nonstationary ARMA models is proposed. For the ARMA models, an iterative regression …
nonstationary ARMA models is proposed. For the ARMA models, an iterative regression …
Forecasting Irish inflation using ARIMA models
This paper outlines the practical steps which need to be undertaken to use autoregressive
integrated moving average (ARIMA) time series models for forecasting Irish inflation. A …
integrated moving average (ARIMA) time series models for forecasting Irish inflation. A …