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Journal of the Operational Research Society Volume 26, 1975 - Issue 2
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Theoretical Paper

The Principles of the Box-Jenkins Approach

Paul NewboldUniversity of Nottingham
Pages 397-412 | Published online: 19 Dec 2017

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Gordon L. Clark. (1979) Predicting the Regional Impact of a Full Employment Policy in Canada: A Box-Jenkins Approach. Economic Geography 55:3, pages 213-226.
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Tayyab Raza Fraz, Samreen Fatima & Mudassir Uddin. (2022) Modeling and Forecasting Stock Market Volatility of CPEC Founding Countries: Using Nonlinear Time Series and Machine Learning Models. JISR management and social sciences & economics 20:1, pages 1-20.
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I. E. Okorie, A. C. Akpanta, J. Ohakwe, D. C. Chikezie, C. U. Onyemachi & M. C. Ugwu. (2019) Modeling the Relationships Across Nigeria Inflation, Exchange Rate, and Stock Market Returns and Further Analysis. Annals of Data Science 8:2, pages 295-329.
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Cristina Oliva & Giampiero Favato. (2021) Risk of Exposure to COVID-19: Visit Duration Data Can Inform Our Daily Activities Choices: An Epidemiological Investigation Using Community Mobility Data from the Metropolitan Area of Genoa, Italy. International Journal of Environmental Research and Public Health 18:9, pages 4632.
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Sıtkı YÜREKLİ. (2020) Ekonomi Tarihinde Zamanın Miktarlarla Mütalaası: 19.YY. İzmir (Smyrna) Limanı Dış Ticaret Verileri Dahilinde Box-Jenkins ARIMA Yaklaşımının Performansı. Akdeniz Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, pages 185-200.
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Imtiaz Mohammad Sifat, Azhar Mohamad & Mohammad Syazwan Bin Mohamed Shariff. (2019) Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data. Research in International Business and Finance 50, pages 306-321.
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Raghavendra Pradyumna Pothukuchi, Sweta Yamini Pothukuchi, Petros Voulgaris & Josep Torrellas. (2018) Yukta: Multilayer Resource Controllers to Maximize Efficiency. Yukta: Multilayer Resource Controllers to Maximize Efficiency.
Kurt V. Krueger. (2016) Retiring the Historical Net Discount Rate. Journal of Forensic Economics 26:2, pages 147-180.
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O. D. Anderson. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Jérôme Weiss, Pietro Bernardara, Marc Andreewsky & Michel Benoit. (2012) Seasonal autoregressive modeling of a skew storm surge series. Ocean Modelling 47, pages 41-54.
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Okan Duru. (2010) A fuzzy integrated logical forecasting model for dry bulk shipping index forecasting: An improved fuzzy time series approach. Expert Systems with Applications 37:7, pages 5372-5380.
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O. D. Anderson. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences 1 7 .
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Oliver D. Anderson. (2011) Analysing time series for forecasting (a personal view). RAIRO - Operations Research 23:2, pages 113-150.
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Agis D. Tsouros & Robert J. Young. (2006) Applications of time‐series analysis: A case study on the impact of computer tomography. Statistics in Medicine 5:6, pages 593-606.
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Catherine Hessner & C. J. Mellor. (2008) AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN ADVERTISING AND SALES: A CASE STUDY OF THE LIQUID MILK MARKET. Journal of Agricultural Economics 37:2, pages 193-206.
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S.A. Roberts & P.J. Harrison. (1984) Parsimonious modelling and forecasting of seasonal time series. European Journal of Operational Research 16:3, pages 365-377.
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J. Abadie & D. Travers. (2011) Une approche simplifiée de la méthode de Box et Jenkins pour l'analyse et la prévision des séries temporelles unidimensionnelles. RAIRO - Operations Research 14:4, pages 355-380.
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O. D. Anderson. (1977) Is Box-Jenskins a waste of time?. De Economist 125:2, pages 254-263.
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R.A. Fildes. (1976) The analysis of time series: Theory and practice. Long Range Planning 9:6, pages 113-114.
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