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BOX-JENKINS METHOD [2 records]

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Record 1 2005-06-02

English

Subject field(s)
  • Statistical Methods
CONT

The Box and Jenkins method is applied for the creation of appropriate forecasting models of the 12 basic groups of the Consumer Price Index, using the statistical package SPSS for the analysis of the time series, the estimation of the parameters of the models and for the diagnostic checking.

Key term(s)
  • Box Jenkins method

French

Domaine(s)
  • Méthodes statistiques
CONT

Ce second cours de méthodes de prévision présente l'utilisation de techniques probabilistes et statistiques plus avancées. La matière couvre les méthodes d'analyse de séries chronologiques et de prévision suivantes : les principales méthodes de lissage exponentiel, la modélisation ARIMA des séries chronologiques qui permet en quelque sorte de créer sa propre méthode de prévision (autocorrélation et stationnarité, modèles ARIMA, méthode de Box et Jenkins, analyse d'intervention, compléments).

Key term(s)
  • méthode de Box Jenkins

Spanish

Save record 1

Record 2 2005-06-02

English

Subject field(s)
  • Statistical Methods
CONT

Box-Jenkins Forecasting Method: The univariate version of this methodology is a self-projecting time series forecasting method. The underlying goal is to find an appropriate formula so that the residuals are as small as possible and exhibit no pattern. The model-building process involves four steps. Repeated as necessary, to end up with a specific formula that replicates the patterns in the series as closely as possible and also produces accurate forecasts.

Key term(s)
  • Box Jenkins forecasting method

French

Domaine(s)
  • Méthodes statistiques

Spanish

Save record 2

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