This paper presents time-series forecasts for end-use categories of U.S. merchandise exports. Both the basic principles of end-use accounting and the fundamental methods of Box-Jenkins time-series ...

The ARIMA procedure provides the identification, parameter estimation, and forecasting of autoregressive integrated moving average (Box-Jenkins) models, seasonal ARIMA models, transfer function models ...

This example uses the Series J data from Box and Jenkins (1976). First the input series, X, is modeled with a univariate ARMA model. Next, the dependent series, Y, is cross correlated with the input ...

An easily implemented modification of the estimation procedure given by Box & Jenkins (1970) for the autoregressive-moving average time series model is suggested and some new results on covariance ...

This project analyzes a dataset related to a univariate time series, using methodologies studied in the course Deep Learning on Temporal Data, part of the Second-Level Master's Program in Artificial ...