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Time Series: ARIMA Methods

  • Published:2001 Issue: Volume: Page:15704-15709
  • ISSN:
  • Container-title:International Encyclopedia of the Social & Behavioral Sciences
  • language:
  • Short-container-title:

Author:

Tiao G.C.

Publisher

Elsevier

Reference19 articles.

1. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

2. Time Series Analysis, Forecasting and Control;Box,1976

3. Time Series Analysis, Forecasting and Control;Box,1994

4. Intervention analysis with applications to economic and environmental problems;Box;Journal of the American Statistical Association,1975

5. An Introduction to Time Series: Theory and Methods;Brockwell,1996

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