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Title:On the automation of the Box-Jenkins modeling procedures : an algorithm with an empirical test / BEBR No. 500
Author(s):Hopwood, William S.
Contributor(s):University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Subject(s):Time-series analysis -- Computer programs.
Stochastic analysis.
Issue Date:Aug 4 1978
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:Faculty working papers ; no. 500
Description:Includes bibliographical references (leaf 11).
"The study presented a univariate stochastic modeling algorithm (USA) for purposes of the Box-Jenkins modeling of one variable time series via a fully automatic process. The algorithm was programmed for the computer and tested empirically. It was found that USA forecasts were not statistically different than those generated by conventional modeling procedures."
"The results indicate that there is evidence that the Box-Jenkins modeling process can be fully automated. It is felt that the use of USA can (1) increase the reproducibility of research, (2) save time, (3) be used as a "black box" by the statistically untrained, and (4) make explicit the assumptions employed in the modeling process."
Rights Information:Copyright Aug 4 1978 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):
Identifier in Online Catalog:97399
OCLC Identifier:(OCoLC)ocm05025104

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