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Time-Series Modelling in a Regional Economy: An Exposition of Box—Jenkins Techniques

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  • T Cook
  • P Falchi

Abstract

Box-Jenkins techniques are shown to be a useful tool for analyzing regional economic activity. This paper identifies temporal, spatial, and causal properties derived from these techniques. A case study is presented illustrating the univariate, transfer-function, multivariate, and multivariate transfer-function methods with household formation and employment time-series data.

Suggested Citation

  • T Cook & P Falchi, 1981. "Time-Series Modelling in a Regional Economy: An Exposition of Box—Jenkins Techniques," Environment and Planning A, , vol. 13(5), pages 635-644, May.
    • Handle: RePEc:sae:envira:v:13:y:1981:i:5:p:635-644
    DOI: 10.1068/a130635
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    References listed on IDEAS

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    1. R J Bennett, 1978. "Forecasting in Urban and Regional Planning Closed Loops: The Examples of Road and Air Traffic Forecasts," Environment and Planning A, , vol. 10(2), pages 145-162, February.
    2. Morgan D. Thomas, 1977. "Some Explanatory Concepts In Regional Science," Papers in Regional Science, Wiley Blackwell, vol. 39(1), pages 7-23, January.
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