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An appraisal of the Box-Jenkins approach to univariate time series analysis

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Summary

Some comments are made on the current methodology associated with theBox-Jenkins approach. The three strokes of Identification, Estimation and Verification are considered; and a final stage, that of Interpretation, mentioned. A discussion of whether the approach is practicable is also given.

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Authors and Affiliations

  1. Civil Service College, London

    O. D. Anderson

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  1. O. D. Anderson
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Anderson, O.D. An appraisal of the Box-Jenkins approach to univariate time series analysis. Metrika 24, 187–194 (1977). https://doi.org/10.1007/BF01893405

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  • DOI: https://doi.org/10.1007/BF01893405

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