Box–Jenkins method: Difference between revisions

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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]].
 
==Modeling approach==