Box-Jenkins Nonlinear Least Squares

Box-Jenkins Nonlinear Least Squares The multiplicative structure of Box-Jenkins models using the Gauss-Newton algorithm with numerical derivatives.

The method refers to the use of autoregressive integrated moving averages (ARIMA), which fit seasonal mod els and nonseasonal models to a time series.
Box-Jenkins Nonlinear Least Squares ...

See also: Floor broker, Basis Point, Bear, Bear Market, Beta