Model Identification

1 Posts
1 Sections
1 Types

August 31, 2024 5 min read Definitions

Box–Jenkins Approach: A Comprehensive Guide to ARIMA Model Identification

Statistics Time Series Analysis ARIMA Time Series Forecasting Autocorrelation Model Identification

The Box–Jenkins Approach is a systematic method for identifying, estimating, and checking autoregressive integrated moving average (ARIMA) models. It involves using sample autocorrelation and partial autocorrelation coefficients to specify a model, estimating parameters, and performing diagnostic checks.

Read more about Box–Jenkins Approach: A Comprehensive Guide to ARIMA Model Identification.