On the automation of the Box-Jenkins modeling procedures
an algorithm with an empirical test
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Author
Contributions
- University of Illinois at Urbana-Champaign. College of Commerce and Business Administration - Contributor
Publication
1978 - College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, Urbana, Ill., Illinois
Language
English
Word Count
2,750 words, Guess
Page Count
11 pages
Identifiers
- Internet Archiveonautomationofbo500hopw
- OCLC Control Number5025104
- Open LibraryOL24616090M
Alternate Titles
- Box-Jenkins modeling procedures.
Description
"The study presented a univariate stochastic modeling algorithm (USA) for purposes of the Box-Jenkins modeling of one variable time series via a fully automatic process. The algorithm was programmed for the computer and tested empirically. It was found that USA forecasts were not statistically different than those generated by conventional modeling procedures." "The results indicate that there is evidence that the Box-Jenkins modeling process can be fully automated. It is felt that the use of USA can (1) increase the reproducibility of research, (2) save time, (3) be used as a "black box" by the statistically untrained, and (4) make explicit the assumptions employed in the modeling process."
Subjects
Series Statement
- Faculty working papers -- no. 500
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