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Line 1: {{Short description\|Method to find best fit of a time-series model}} In [[time series analysis]], the '''Box–Jenkins method,''',<ref>{{cite book \|last1=Box \|first1=George \|last2=Jenkins \|first2=Gwilym \|year=1970 \|title=Time Series Analysis: Forecasting and Control \|url=https://archive.org/details/timeseriesanalys0000boxg \|url-access=registration \|___location=San Francisco \|publisher=Holden-Day }}</ref> named after the [[statistician]]s [[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]]. ==Modeling approach==

Box–Jenkins method: Difference between revisions