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Communications in Statistics - Theory and Methods Volume 18, 1989 - Issue 6
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Original Articles

Identification of seasonal arima models using a filtering method

Lon-Mu Liu Department of Information and Decision Sciences College of Business Administration, University of Illinois at Chicago, Box 4348, Illinois, Chicago, 60680
Pages 2279-2288 | Received 01 Jul 1986, Published online: 27 Jun 2007

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Josef Arlt & Peter Trcka. (2021) Automatic SARIMA modeling and forecast accuracy. Communications in Statistics - Simulation and Computation 50:10, pages 2949-2970.
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George E. Halkos & Ilias S. Kevork. (2007) Testing for a unit root under the alternative hypothesis of ARIMA (0, 2, 1). Applied Economics 39:21, pages 2753-2767.
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Articles from other publishers (16)

Yaobin Wang. (2023) Oil Price Forecasting based on Improved SARIMA Model. Highlights in Science, Engineering and Technology 39, pages 238-245.
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Okba Weslati, Moncef Bouaziz & Mohamed-Moncef Serbaji. (2023) Precipitation Forecasting and Monitoring in Degraded Land: A Study Case in Zaghouan. Land 12:4, pages 738.
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Hristos Tyralis, Georgia Papacharalampous & Andreas Langousis. 2021. Advances in Streamflow Forecasting. Advances in Streamflow Forecasting 51 86 .
Manal Almuammar & Maria Fasli. (2019) Deep Learning for Non-stationary Multivariate Time Series Forecasting. Deep Learning for Non-stationary Multivariate Time Series Forecasting.
Said Fadlan Asnhari, P. H. Gunawan & Yanti Rusmawati. (2019) Predicting Staple Food Materials Price Using Multivariables Factors (Regression and Fourier Models with ARIMA). Predicting Staple Food Materials Price Using Multivariables Factors (Regression and Fourier Models with ARIMA).
Murphy Choy & Ma Nang Laik. 2019. Advances in Information and Communication Networks. Advances in Information and Communication Networks 434 444 .
Pauline Trinh, Tae Hyun Jung, Danya Keene, Ryan T Demmer, Matthew Perzanowski & Gina Lovasi. (2018) Temporal and spatial associations between influenza and asthma hospitalisations in New York City from 2002 to 2012: a longitudinal ecological study. BMJ Open 8:9, pages e020362.
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Haofan Yang, Tharam S. Dillon & Yi-Ping Phoebe Chen. 2015. Artificial Intelligence in Theory and Practice IV. Artificial Intelligence in Theory and Practice IV 108 116 .
Haiyan Song, Bastian Z. Gao & Vera S. Lin. (2013) Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system. International Journal of Forecasting 29:2, pages 295-310.
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Ulrich Küsters, Janko Thyson & Claudia Büchl. 2012. Prognoserechnung. Prognoserechnung 383 422 .
Dong-Ik Jang, Hee-Seok Oh & Dong-Hoh Kim. (2011) Extending the Scope of Automatic Time Series Model Selection: The Package autots for R. Communications for Statistical Applications and Methods 18:3, pages 319-331.
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Ulrich Küsters & Claudia Becker. 2005. Prognoserechnung. Prognoserechnung 335 365 .
Héctor Jorquera, Wilfredo Palma & José Tapia. (2002) A ground‐level ozone forecasting model for Santiago, Chile. Journal of Forecasting 21:6, pages 451-472.
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Lon-Mu Liu, Siddhartha Bhattacharyya, Stanley L. Sclove, Rong Chen & William J. Lattyak. (2001) Data mining on time series: an illustration using fast-food restaurant franchise data. Computational Statistics & Data Analysis 37:4, pages 455-476.
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Victor Gómez & Agustín Maravall. 2000. A Course in Time Series Analysis. A Course in Time Series Analysis 171 201 .
W.D. O'Neill, A.M. Oroujeh & S.L. Merritt. (1998) Pupil noise is a discriminator between narcoleptics and controls. IEEE Transactions on Biomedical Engineering 45:3, pages 314-322.
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