Applied time series analysis (Box-Jenkins Approach)
Date of Publication
1982
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/Summary
The purpose of this paper is to explain and apply a method of forecasting using discrete linear time series models. In particular, it presents the parametric modelling approach to time series analysis by examples. Indices of reliance that can be placed on the forecasts are also discussed. The topics contained in this thesis include basic concepts of time series analysis, stationarity, autocovariance and autocorrelation, models for stationary time series, differencing and homogeneous nonstationarity, identification and estimation of ARIMA models and forecasting ARIMA processes.
Abstract Format
html
Language
English
Format
Accession Number
TU02798
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
103 leaves
Keywords
Time series analysis; Forecasting--mathematical models
Recommended Citation
Habal, J., & Salao, R. (1982). Applied time series analysis (Box-Jenkins Approach). Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/15113
