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In the conventional approach to time series analysis, after we have identified and removed trends and seasonality, we assume that the residuals thus formed are a stationary time series. We then utilise particular methods to ascertain whether this residual series is the realisation of a purely random process, or if it contains serial correlation of some nature.

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Box–Jenkins Models

  • 工具书词条

  • 发表日期：

    2025年

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  • John Boland

摘要

In the conventional approach to time series analysis, after we have identified and removed trends and seasonality, we assume that the residuals thus formed are a stationary time series. We then utilise particular methods to ascertain whether this residual series is the realisation of a purely random process, or if it contains serial correlation of some nature.