Definition: Box-Jenkins is a "methodology for identifying, estimating, and forecasting"
ARMA models. (Enders, 1996, p 23). The reference
in the name is to Box and Jenkins, 1976.(Econterms)
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Writing a Term Paper? Here are a few starting points for research on Box-Jenkins:
Books on Box-Jenkins:
- Enders, Walter. 1996. RATS Handbook for Econometric Time Series. John Wiley and Sons, Inc..
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