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Line 22: Seasonality (or periodicity) can usually be assessed from an autocorrelation plot, a [[seasonal subseries plot]], or a [[spectral plot]]. ====Differencing to achieve stationarity==== Box and Jenkins recommend the differencing approach to achieve stationarity. However, [[curve fitting\|fitting a curve]] and subtracting the fitted values from the original data can also be used in the context of Box–Jenkins models. Line 99: ==Further reading== * {{citation \| title= Comparison of Box–Jenkins and objective methods for determining the order of a non-seasonal ARMA model \| author1-first= S. \| author1-last= Beveridge \| author2-first= C. \| author2-last= Oickle \| journal= [[Journal of Forecasting]] \| year= 1994 \| volume= 13 \| pages= ~~419-434~~419–434 \| doi= 10.1002/for.3980130502}} * {{citation \|last=Pankratz \|first=Alan \|year=1983 \|title=Forecasting with Univariate Box–Jenkins Models: Concepts and Cases \|publisher= [[John Wiley & Sons]] }} Line 109: {{NIST-PD}} {{Authority control}} {{DEFAULTSORT:Box-Jenkins}}

Box–Jenkins method: Difference between revisions