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### Box-Jenkins Methodology

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Date: 05/13/97 at 14:12:20
From: Carlitos
Subject: Box-Jenkins Methodology

Can you give information about Box-Jenkins methodology? Where and when
was it developed? Who developed it? Do you have any examples of how it
is used?

Carlos
```

```
Date: 05/13/97 at 22:03:44
From: Doctor Jodi
Subject: Re: Box-Jenkins Methodology

Hi!

For questions like this one, you'll usually want to try a good
searcher, like

http://altavista.digital.com

or (for math stuff),

http://mathforum.org/library/

Here are some URLs I found:

What is it?

http://www.math.umbc.edu/~arghya/a6.html

Where and by whom was it developed?

http://www-tqg.upc.es/seccio_tqg/productes/foresee/foremeth.html

(From the above site):

The Box-Jenkins (Box and Jenkins, 1976) methodology for the analysis
and forecasting of time series is widely regarded to be the most
efficient forecasting technique, and is used extensively - specially
for univariate time series. The three step strategy of identification,
estimation and diagnostic checking, requires the person in charge of
producing forecasts to have experience and knowledge. When the number
of series to forecast is large (like in the case of a bank, an airline
or a power utility) the task to model "by hand" becomes practically
impossible. The fact that some simple techniques (like exponential
smoothing) are still being used along with limited extensions of
intervention analysis and transfer function, is basically the
consequence of the operational difficulty of applying the methodology
of Box and Jenkins.

I hope this helps. You can find more information using the URLs
above.

-Doctor Jodi,  The Math Forum
Check out our web site!  http://mathforum.org/dr.math/
```
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