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Box-Jenkins Method

Stock market Box sizeBox-Jenkins Nonlinear Least Squares

Box-Jenkins Method From G.E.P. Box and G.M. Jenkins, who authored Time Series Analysis: Forecasting and Control.

 


Box-Jenkins Method: The method refers to the use of autoregressive integrated moving averages (ARIMA), which fit seasonal models and non-seasonal models to a time series.

See also: Futures contract, Basis Point, Bear, Bear Market, Beta