Advances in Box-Jenkins modeling: 2. Applications

Recent Box‐Jenkins techniques are employed to determine both nonseasonal and seasonal models for actual time series. The applied examples are carefully explained in order to demonstrate the utility of the new procedures that have been developed for use at the identification, estimation, and diagnost...

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Bibliographic Details
Published in:Water resources research 1977-06, Vol.13 (3), p.577-586
Main Authors: McLeod, Angus Ian, Hipel, Keith William, Lennox, William C.
Format: Article
Language:English
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Summary:Recent Box‐Jenkins techniques are employed to determine both nonseasonal and seasonal models for actual time series. The applied examples are carefully explained in order to demonstrate the utility of the new procedures that have been developed for use at the identification, estimation, and diagnostic check stages of model development. Even though more methods are now available for model building, it is demonstrated that this fact enhances rather than complicates the model construction phases. Furthermore, for all three applications considered, better models are obtained than it was previously possible to obtain. A new technique is described for optimal forecasting of the original time series when the data have been transformed by a nonlinear transformation.
ISSN:0043-1397
1944-7973
DOI:10.1029/WR013i003p00577