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Box–Jenkins method

In time series analysis, the Box–Jenkins method, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past values of a time series.

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Overview

Time series analysisStatisticiansGeorge BoxGwilym JenkinsAutoregressive moving average
21 related topics

Modeling approach

Model selectionStationarySeasonalityAutocorrelation (ACF)Partial autocorrelation (PACF)
10 related topics

Box–Jenkins model diagnostics

White noiseStatistical graphics
2 related topics

Box–Jenkins model identification

Akaike information criterion
1 related topics

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Modeling approach

Box–Jenkins model identification

Box–Jenkins model diagnostics

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Box–Jenkins method

Nodes39
Edges38
Triples15
Avg. degree1.95
Density0.051282
Components1

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Box–Jenkins method

Top relations

related to External links · 15
Box–Jenkins method → Box, Chapter, Engineering Statistics Handbook, First Course, HyndmanThe Box, Institute, Jenkins, NISTBox, Rob, SAS, Standards, Technology, Theresa Hoang Diem Ngo, This, Time Series Analysis

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Important terminology

model autocorrelation box jenkins sample models seasonality partial plot one time series stationary identification seasonal estimation process plots residuals data

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Box–Jenkins methodrelated to External linksFirst Course0.60section
Box–Jenkins methodrelated to External linksTime Series Analysis0.60section
Box–Jenkins methodrelated to External linksSAS0.60section
Box–Jenkins methodrelated to External linksChapter0.60section
Box–Jenkins methodrelated to External linksBox0.60section
Box–Jenkins methodrelated to External linksJenkins0.60section
Box–Jenkins methodrelated to External linksEngineering Statistics Handbook0.60section
Box–Jenkins methodrelated to External linksNISTBox0.60section
Box–Jenkins methodrelated to External linksRob0.60section
Box–Jenkins methodrelated to External linksHyndmanThe Box0.60section
Box–Jenkins methodrelated to External linksTheresa Hoang Diem Ngo0.60section
Box–Jenkins methodrelated to External linksThis0.60section

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