Content deleted Content added
Importing Wikidata short description: "Method to find best fit of a time-series model" (Shortdesc helper) |
|||
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 |last=Box |first=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]].
| |||