Applied Time Series and Box-Jenkins Models 论文

摘要

Introduction. Stationarity. Autoregressive Integrated Moving Average Models. Identification. Estimations and Diagnostic Checking. Forecasting. United States Residential Construction. United States Unemployment. The Clorox Company Case. Transfer Function Models. Indentification of Transfer Function Models. Estimation and Diagnostic Checking of Transfer Function Models. Forecasting with Transfer Function. Intervention Analysis. Data Bases. Mathematical Expectations. Time Series Programs.