Time Series Analysis

Box, G. E. P., Jenkins, Reinsel, & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control. John Wiley & Sons.

Type

Book

Intellectual base

Textbook

Year

2015

ISBN

9781118675021

Link

https://openlibrary.org/isbn/9781118675021verified

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Mechanisms

• Autoregressive Dependency Map
  • Estimate the order. Decide how many own-lags genuinely matter (the order p), typically by reading the partial autocorrelation function,

    This sourceDefines partial autocorrelation after shorter lags are accounted for and uses its cutoff to identify autoregressive order p.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Links previously used in the corpus

Before the registry existed this work was also linked 1 other way.

• https://books.google.com/books?vid=ISBN9781118675021 ×1

Registry ID ref:3c988fc21a2a · see in the full table