Accession Number:

AD0656685

Title:

MODELS FOR FORECASTING SEASONAL AND NON-SEASONAL TIME SERIES.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

• Box,George E. P.
• Jenkins,Gwilym M.
• Bacon,D. W.

Report Date:

1967-06-01

Pagination or Media Count:

43.0

Abstract:

The optimal forecasts of future values of a time series are determined by the nature of the stochastic model which describes that series. The main effort then in statistical analysis directed to forecasting must be in obtaining a suitable stochastic model for the series. The following paper outlines the approach which has been taken in a forthcoming book. Box, G. E. P. and Jenkins, G. M., Statistical Models for Forecasting and Control, Holden-Day, San Francisco.

Descriptors:

• (*TIME SERIES ANALYSIS
• STOCHASTIC PROCESSES)
• (*STATISTICAL ANALYSIS
• TIME SERIES ANALYSIS)
• MATHEMATICAL MODELS
• OPERATORS(MATHEMATICS)
• TRANSFORMATIONS(MATHEMATICS)
• ITERATIONS
• CONTROL
• MATHEMATICAL ANALYSIS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE