ARIMA Models

Author:

Shumway Robert H.,Stoffer David S.

Publisher

Springer International Publishing

Reference17 articles.

1. Box GEP, Pierce DA (1970) Distributions of residual autocorrelations in autoregressive integrated moving average models. J Am Stat Assoc 72:397–402

2. Box GEP, Jenkins GM (1970) Time series analysis, forecasting, and control. Holden-Day, Oakland

3. Box GEP, Jenkins GM, Reinsel GC (1994) Time series analysis, forecasting, and control, 3rd edn. Prentice Hall, Englewood Cliffs

4. Brockwell PJ, Davis RA (1991) Time series: theory and methods, 2nd edn. Springer, New York

5. Cochrane D, Orcutt GH (1949) Applications of least squares regression to relationships containing autocorrelated errors. J Am Stat Assoc 44:32–61

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