Archive for December, 2010
ARIMA by George Box and Gwilym Jenkins
George Box and Gwilym Jenkins, the statisticians named the time series analysis as Box–Jenkins model which implies “autoregressive moving average” (ARMA) or also known as ARIMA models in order to establish the perfect match for the time series. Stationarity and seasonality – so as to develop a Box–Jenkins methodology, it is essential to identify that [...]