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    A Study of Time Series Using Univariate Box-Jenkins Model

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    Date
    2014-06-02
    Author
    Lu, Yuelin
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    Abstract
    This thesis looks at the Univariate Box-Jenkins Models for time series analysis. It introduces readers to the concepts of time series and this analytical model. Starting from underlying principles of time series, we cover the practice of ARIMA modeling, including a three-stage procedure: identification, estimation and forecasting.
    URI
    http://hdl.handle.net/2104/9006
    Department
    Applied Mathematics.
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    Copyright © Baylor® University All rights reserved. Legal Disclosures.
    Baylor University Waco, Texas 76798 1-800-BAYLOR-U
    Baylor University Libraries | One Bear Place #97148 | Waco, TX 76798-7148 | 254.710.2112 | Contact: libraryquestions@baylor.edu
    If you find any errors in content, please contact librarywebmaster@baylor.edu
    DSpace software copyright © 2002-2016  DuraSpace
    Contact Us | Send Feedback
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    Theme by 
    Atmire NV