Log in

Relevant bibliographies by topics / ARIMA models / Books

To see the other types of publications on this topic, follow the link: ARIMA models.

Books on the topic 'ARIMA models'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 books for your research on the topic 'ARIMA models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Meyler, Aidan. Forecasting Irish inflation using ARIMA models. Central Bank of Ireland, Economic Analysis, Research and Publications Department, 1998.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

2

Hella, Heikki. On robust ESACF indentification [sic] of mixed ARIMA models. Bank of Finland, 2003.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Fritzer, Friedrich. Forecasting Austrian HICP and its components using VAR and ARIMA models. Oesterreichische Nationalbank, 2002.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

Yŏ, Un-bang. Sŭngpŏp kyejŏl ARIMA mohyŏng ŭi kujo sikpyŏl pangbŏp. Hang̕uk Kaebal Yŏng̕uwŏn, 1985.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Reid, Abigail-Kate, and Nick Allum. Learn About Time Series ARIMA Models in Stata With Data From the USDA Feed Grains Database (1876–2015). SAGE Publications, Ltd., 2020. http://dx.doi.org/10.4135/9781529710281.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Reid, Abigail-Kate, and Nick Allum. Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015). SAGE Publications, Ltd., 2020. http://dx.doi.org/10.4135/9781529710380.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Choi, ByoungSeon. ARMA model identification. Springer-Verlag, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Choi, ByoungSeon. ARMA Model Identification. Springer US, 1992. http://dx.doi.org/10.1007/978-1-4613-9745-8.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Shimizu, Kenichi. Bootstrapping Stationary ARMA-GARCH Models. Vieweg+Teubner, 2010. http://dx.doi.org/10.1007/978-3-8348-9778-7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

service), SpringerLink (Online, ed. Bootstrapping Stationary ARMA-GARCH Models. Vieweg+Teubner Verlag / Springer Fachmedien Wiesbaden GmbH, Wiesbaden, 2010.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

11

Routis, J. Bayesian analysis of ARMA models. UMIST, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

12

Kuersteiner, Guido M. Optimal instrumental variables estimation for ARMA models. Dept. of Economics, Massachusetts Institute of Technology, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

13

Smith, Jeremy. Comparing the bias and misspecification in Arfima models. Warwick University, Department of Economics, 1995.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

14

Bousias, Spyros. Arōma apo riganē. Ekdoseis Tópos, 2022.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

15

Gilbert, Paul Douglas. State space and ARMA models: An overview of the equivalence. Bank of Canada, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Özgüler, Verda Canbey. İş arama teorisi, sosyal ağlar ve internet. Anadolu Üniversitesi, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

17

Katsanakē, María. Arōma gynaikas stēn hellēnikē zōgraphikē. Ethnikē Pinakothēkē kai Mouseio Alexandrou Soutzou, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

18

W, Evans George. The algebra of ARMA processes and the structure of ARMA solutions to a general linear model with rational expectations. Institute for Mathematical Studies in the Social Sciences, Stanford University, 1985.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

19

Fargues, Monique P. TLS-based prefiltering technique for time-domain ARMA modeling. Naval Postgraduate School, 1994.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

20

Azencott, Robert. Series of irregular observations: Forecasting and model building. Springer-Verlag, 1986.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

21

Simos, Nikos Emm. Hena pistoli gia hypographē: Mia skoteinē hypothesē me dolophonous, tromokrates, aprosmenē exelixē kai... arōma politikēs. Kaktos, 2022.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

22

Gregorini, Massimo. Paesaggi d'autore in Toscana: Aria|acqua|terra : Baj, Buren, Estoppey, Fabro, Fuchs, Gori, Guasti, haring, Inoue, Karavan, Kounellis, Marangoni, Martini, Mattiacci, Mitoraj, Morris, Nagasawa, Nunzio, Paladino, Paolini, Parmiggiani, Philippe, Saint Phalle. Sonfist, Spoerri, Staccioli, Trafeli, Tufan, Varotsos, Venturi, Zorio. Aska, 2018.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

23

Tesa, Szudek-Ujazdowska, and Komorowski Krzysztof, eds. Wspomnienia oficera do zadań specjalnych. Oficyna Wydawnnicza RYTM, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

24

McCleary, Richard, David McDowall, and Bradley J. Bartos. ARIMA Algebra. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0002.

Full text

Abstract:

The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes. Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes. MA and AR models can approximate mixed ARMA models. A lag or backshift operator is used to solve ARIMA models for time series observations or random shocks. Covariance functions are derived for each of the common processes.Maximum likelihood estimates are introduced for the purposes of estimating autoregressive and moving average parameters.

APA, Harvard, Vancouver, ISO, and other styles

25

Rathmanner, Steven Clifford. Image texture generation using autoregressive integrated moving average (ARIMA) models. 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

26

Okyere, Francis. Modelling and Forecasting Monthly Petroleum Prices of Ghana Using Subset Arima Models. GRIN Verlag GmbH, 2013.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

27

MARQUÉS, Felicidad. UNIVARIATE TIME SERIES FORECASTING. BOX JENKINS METHODOLOGY: ARIMA MODELS. Examples with R. Independently Published, 2021.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

28

McCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.

Full text

Abstract:

Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov (KS) statistic. Non-Normal time series are transformed with a Box-Cox procedure is applied. A tentative ARIMA noise model is then identified from a sample AutoCorrelation function (ACF). If the sample ACF identifies a nonstationary model, the time series is differenced. Integer orders p and q of the underlying autoregressive and moving average structures are then identified from the ACF and partial a

APA, Harvard, Vancouver, ISO, and other styles

29

McCleary, Richard, David McDowall, and Bradley J. Bartos. Forecasting. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0004.

Full text

Abstract:

Chapter 4 downplays forecasting’s role in the design and analysis of time series experiments and emphasizes its potential abuses. While the “best” ARIMA model will outperform other forecasting models in the short and medium-run, long-horizon ARIMA forecasts grow increasingly inaccurate with diminished utility to the forecaster. Although the principles of forecasting help provide deeper insight into the nature of ARIMA models and modeling, the forecasts themselves are ordinarily of limited practical value. Forecasting can provide useful guidance to analysts choosing between two competing univar

APA, Harvard, Vancouver, ISO, and other styles

30

Time Series ARIMA Models and the USDA Feed Grains Database (1876–2015): U.S. Oats Yield per Acre. SAGE Publications, Ltd., 2017. http://dx.doi.org/10.4135/9781473995598.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Time Series ARIMA Models and the NOAA Global Climate at a Glance (1910–2015): Average Land Temperatures in Asia. SAGE Publications, Ltd., 2017. http://dx.doi.org/10.4135/9781473995321.

Full text

APA, Harvard, Vancouver, ISO, and other styles

32

Pevehouse, Jon, and Jason D. Brozek. Time‐Series Analysis. Edited by Janet M. Box-Steffensmeier, Henry E. Brady, and David Collier. Oxford University Press, 2009. http://dx.doi.org/10.1093/oxfordhb/9780199286546.003.0019.

Full text

Abstract:

This article discusses time-series methods such as simple time-series regressions, ARIMA models, vector autoregression (VAR) models, and unit root and error correction models (ECM). It specifically presents a brief history of time-series analysis before moving to a review of the basic time-series model. It then describes the stationary models in univariate and multivariate analyses. The nonstationary models of each type are addressed. In addition, various issues regarding the analysis of time series including data aggregation and temporal stability are considered. Before concluding, the articl

APA, Harvard, Vancouver, ISO, and other styles

33

McCleary, Richard, David McDowall, and Bradley Bartos. Design and Analysis of Time Series Experiments. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.001.0001.

Full text

Abstract:

Design and Analysis of Time Series Experiments develops a comprehensive set of models and methods for drawing causal inferences from time series. Example analyses of social, behavioral, and biomedical time series illustrate a general strategy for building AutoRegressive Integrated Moving Average (ARIMA) impact models. The classic Box-Jenkins-Tiao model-building strategy is supplemented with recent auxiliary tests for transformation, differencing, and model selection. The validity of causal inferences is approached from two complementary directions. The four-validity system of Cook and Campbell

APA, Harvard, Vancouver, ISO, and other styles

34

McDowall, David, Richard McCleary, and Bradley J. Bartos. Interrupted Time Series Analysis. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190943943.001.0001.

Full text

Abstract:

Interrupted Time Series Analysis develops a comprehensive set of models and methods for drawing causal inferences from time series. Example analyses of social, behavioural, and biomedical time series illustrate a general strategy for building AutoRegressive Integrated Moving Average (ARIMA) impact models. The classic Box-Jenkins-Tiao model-building strategy is supplemented with recent auxiliary tests for transformation, differencing and model selection. New developments, including Bayesian hypothesis testing and synthetic control group designs are described and their prospects for widespread a

APA, Harvard, Vancouver, ISO, and other styles

35

Choi, ByoungSeon. ARMA Model Identification. Springer, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

36

Arma Model Identification. Island Press, 1992.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

37

Choi, ByoungSeon. ARMA Model Identification. Springer London, Limited, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

38

Mejías, Wilson. Predicción de precios de productos forestales usando modelos ARIMA. INFOR, 2022. http://dx.doi.org/10.52904/20.500.12220/32066.

Full text

Abstract:

En el presente estudio se analizó el comportamiento de los valores nominales de dos productos forestales; trozas aserrables y madera aserrada (en pesos chilenos/m3) de pino radiata. En base a la información disponible en la Plataforma de Estadísticas Forestales (PEF) de INFOR, se construyeron series de tiempo de los precios de los productos seleccionados, considerando las regiones de Biobío, La Araucanía y Los Lagos, ajustando modelos de series de tiempo locales. Las series de tiempo de precios disponibles en la PEF son de carácter trimestral y abarcan desde el año 1980 hasta hoy.

APA, Harvard, Vancouver, ISO, and other styles

39

Leeuw, Jan Van Der. Maximum Likelihood Estimation of Exact ARMA Models. Tilburg University Press, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

40

Khan, Aman, and Kenneth A. Scorgie. Forecasting Government Budgets. The Rowman & Littlefield Publishing Group, 2022. https://doi.org/10.5040/9781666990355.

Full text

Abstract:

Forecasting is integral to all governmental activities, especially budgetary activities. Without good and accurate forecasts, a government will not only find it difficult to carry out its everyday operations but will also find it difficult to cope with the increasingly complex environment in which it has to operate. This book presents, in a simple and easy to understand manner, some of the commonly used methods in budget forecasting, simple as well as advanced. The book is divided into three parts: It begins with an overview of forecasting background, forecasting process, and forecasting metho

APA, Harvard, Vancouver, ISO, and other styles

41

Niu, Xufeng. Space-time ARMA models for satellite ozone data. 1991.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

42

Modelos Arima-Arch: Algunas aplicaciones a las series de tiempo financieras. Universidad de Medellín, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

43

McCleary, Richard, David McDowall, and Bradley J. Bartos. Intervention Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0005.

Full text

Abstract:

The general AutoRegressive Integrated Moving Average (ARIMA) model can be written as the sum of noise and exogenous components. If an exogenous impact is trivially small, the noise component can be identified with the conventional modeling strategy. If the impact is nontrivial or unknown, the sample AutoCorrelation Function (ACF) will be distorted in unknown ways. Although this problem can be solved most simply when the outcome of interest time series is long and well-behaved, these time series are unfortunately uncommon. The preferred alternative requires that the structure of the interventio

APA, Harvard, Vancouver, ISO, and other styles

44

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH. Wiley & Sons, Limited, John, 2018.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

45

Paolella, Marc S. Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH. Wiley & Sons, Incorporated, John, 2018.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

46

Prediction and Estimation in Arma Models (Skriftserie-Publications / Statistiska Institutionen, Ghoteb). Coronet Books, 1986.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

47

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH. Wiley & Sons, Incorporated, John, 2018.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

48

Bijutsu no arika: Robō kara gendai bijutsukan made. Serika Shobō, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

49

Heini, Stefan. Explaining the Gold Price after the Bretton Woods Agreement Using Independent Variables. an Arima Model Approach. GRIN Verlag GmbH, 2015.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

50

MARQUÉS, Felicidad. AUTOMATIC TIME SERIES FORECASTING Using NEURAL NETWORKS, STATE SPACE and ARIMAX MODELS. Examples with R. Independently Published, 2021.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!