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The Box-Jenkins (ARIMA) Methodology

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khoi.lehcmut2003

The document presents a time series dataset consisting of 90 observations over 90 periods. The Box-Jenkins (ARIMA) methodology is used to analyze time series data and identify patterns to help forecast future values. It breaks the data into three components: autoregressive (AR), integrated (I), and moving average (MA). The ARIMA model can then be used to fit the data and generate predictions.

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The Box-Jenkins (ARIMA) Methodology

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khoi.lehcmut2003
16 views4 pages
The document presents a time series dataset consisting of 90 observations over 90 periods. The Box-Jenkins (ARIMA) methodology is used to analyze time series data and identify patterns to help forecast future values. It breaks the data into three components: autoregressive (AR), integrated (I), and moving average (MA). The ARIMA model can then be used to fit the data and generate predictions.

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The document presents a time series dataset consisting of 90 observations over 90 periods. The Box-Jenkins (ARIMA) methodology is used to analyze time series data and identify patterns to help forecast future values. It breaks the data into three components: autoregressive (AR), integrated (I), and moving average (MA). The ARIMA model can then be used to fit the data and generate predictions.

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16 views4 pages

The Box-Jenkins (ARIMA) Methodology

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khoi.lehcmut2003
The document presents a time series dataset consisting of 90 observations over 90 periods. The Box-Jenkins (ARIMA) methodology is used to analyze time series data and identify patterns to help forecast future values. It breaks the data into three components: autoregressive (AR), integrated (I), and moving average (MA). The ARIMA model can then be used to fit the data and generate predictions.

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The Box-Jenkins (ARIMA) Methodology

TABLE P-14

Period Observation Period Observation Period Observation

1 101 31 16 61 79
2 84 32 17 62 53
3 54 33 21 63 40
4 39 34 28 64 27
5 26 35 30 65 31
6 40 36 51 66 56
7 99 37 62 67 78
8 148 38 57 68 114
9 147 39 46 69 140
10 134 40 40 70 112
11 106 41 32 71 82
12 83 42 23 72 80
13 76 43 20 73 70
14 63 44 18 74 55
15 57 45 24 75 37
16 37 46 33 76 23
17 32 47 52 77 20
18 22 48 66 78 39
19 20 49 78 79 71
20 23 50 83 80 110
21 30 51 87 81 112
22 50 52 64 82 93
23 61 53 44 83 75
24 59 54 24 84 60
25 64 55 29 85 63
26 58 56 73 86 46
27 44 57 138 87 32
28 26 58 154 88 23
29 24 59 119 89 53
30 18 60 102 90 90
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