Box–Jenkins

In time series analysis, the Box–Jenkins method, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time-series model to past values of a time series.

Modeling approach

The original model uses an iterative three-stage modeling approach:

  • Model identification and model selection: making sure that the variables are stationary, identifying seasonality in the dependent series (seasonally differencing it if necessary), and using plots of the autocorrelation and partial autocorrelation functions of the dependent time series to decide which (if any) autoregressive or moving average component should be used in the model.
  • Parameter estimation using computation algorithms to arrive at coefficients that best fit the selected ARIMA model. The most common methods use maximum likelihood estimation or non-linear least-squares estimation.
  • Model checking by testing whether the estimated model conforms to the specifications of a stationary univariate process. In particular, the residuals should be independent of each other and constant in mean and variance over time. (Plotting the mean and variance of residuals over time and performing a Ljung–Box test or plotting autocorrelation and partial autocorrelation of the residuals are helpful to identify misspecification.) If the estimation is inadequate, we have to return to step one and attempt to build a better model.
    • Read more
    This page contains text from Wikipedia, the Free Encyclopedia - https://wn.com/Box–Jenkins

    Podcasts:

    Email this Page Play all in Full Screen Show More Related Videos
    PLAYLIST TIME:

    Latest News for: box–jenkins

    New On Netflix, Disney+, And More: 5 Streaming Shows And Movies To Watch This Week (March 24 - 30)

    Cinema Blend 24 Mar 2025
    The Lion King didn’t quite reach the billion-dollar heights of the Lion King remake, but the movie was a box office hit nonetheless. Director Barry Jenkins and the music of Lin-Manuel Miranda ...

    'Holland', 'Mufasa', 'A Complete Unknown', 'MobLand': Movies and Web Series to stream on OTT this week

    The Times of India 24 Mar 2025
    The Lion King - Jio+ Hotstar (March 26)https.//www.youtube.com/watch?v=o17MF9vnabgAfter a successful run earning $717 million at the global box office, Barry Jenkins’ visually stunning prequel, Mufasa ... Burroughs’ novel ... .

    Legal and public notices for the week of March 17, 2025

    The Knoxville Focus 17 Mar 2025
    BOX 2047 ... BOX 129 ... REBECCA BELL JENKINS, ATTORNEY ... REBECCA BELL JENKINS, ATTORNEY ... BOX 2348 ... CHAD EVERETTE JENKINS ... BOX 32212 ... BOX 266 ... BOX 2564 ... BOX 397 ... BOX 13 ... BOX 13 ... BOX 2047 ... BOX 1990 ... BOX 397 ... BOX 2425 ... BOX 442 ... REBECCA BELL JENKINS, ATTORNEY ... BOX 870.

    Well earned point for the Whites in Devon against promotion fighting Torquay United

    Yahoo Daily News 12 Mar 2025
    A ball went into the box from a Torquay free kick, which was headed against the bar. Will Jenkins Davies reacted fastest to the rebound and smashed the ball low under Rhys Byrne.

    Out of office: COVID normalized remote work, but is it really here to stay?

    Moosejaw Today 10 Mar 2025
    "Obviously in March 2020, the parameters for all of us changed and that was really, I think, a point of inflection for us as an organization," said Sam Jenkins, Punchcard's managing partner ... Jenkins.

    Legal and public notices for the week of March 10, 2025

    The Knoxville Focus 10 Mar 2025
    BOX 2047 ... BOX 129 ... REBECCA BELL JENKINS, ATTORNEY ... REBECCA BELL JENKINS, ATTORNEY ... BOX 2348 ... CHAD EVERETTE JENKINS.
    • 1

    Article Search

    tools
    ×
    ×
    ×
    ×