The Box-Jenkins methodology for modeling and forecasting from univariate time series models has long been considered a standard to which other forecasting techniques have been compared. To a Bayesian ...

Journal of Applied Econometrics, Vol. 9, No. 1 (Jan. - Mar., 1994), pp. 31-45 (15 pages) The models in the literature on exchange-rate target zones imply a non-linear time series model for the ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...

Time series analysis involves identifying attributes of your time series data, such as trend and seasonality, by measuring statistical properties. From stock market analysis to economic forecasting, ...