• Title of article

    More effective time-series analysis and forecasting

  • Author/Authors

    Anderson، نويسنده , , Oliver D.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    31
  • From page
    117
  • To page
    147
  • Abstract
    Our aim is to suggest ways of improving time-domain modelling, for the purpose of more effective forecasting, by better interpretation of the sample autocorrelations and partial autocorrelations obtained from raw time-series data. For this objective, we assume no specialist knowledge, as we start by surveying all those standard ideas of univariate analysis which are needed for the subsequent development of our thesis.
  • Keywords
    Process modelling , ARIMA and ARUMA processes , ARMA , serial correlation , Time domain , Partial autocorrelation , Identifying nonstationarity
  • Journal title
    Journal of Computational and Applied Mathematics
  • Serial Year
    1995
  • Journal title
    Journal of Computational and Applied Mathematics
  • Record number

    1546500