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Original Articles

A Method for Determining the Autocoyariance Function of A Box-Jenkins Forecasting Model

Pages 271-278 | Received 01 Sep 1976, Published online: 09 Jul 2007

References

  • Box , G. E. D. and Jenkins , G. M. , Time Series Analysis, Forecasting and Control , Holden-Day , San Francisco ( 1970 ).
  • Muth , E. J. , “ The Autocovariance Function Determined Via the Z-Transform, With Application to Box-Jenkins Forecasting Models ,” Research Report No. 78-5, Department of Industrial and Systems Engineering, University of Florida ( April 1978 ).
  • Muth , E. J. , Transform Methods With Applications to Engineering and Operations Research , Prentice Hall, Inc. , Engle-wood Cliffs , NJ ( 1977 ).
  • Papoulis , A. , Probability, Random Variables, and Stochastic Processes , McGraw-Hill , New York ( 1965 ).

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