IDEAS home Printed from https://ideas.repec.org/a/spr/qualqt/v32y1998i2p155-163.html
   My bibliography  Save this article

Relationship between the Mean and the Constant in a Box–Jenkins Time Series Model

Author

Listed:
  • Jesús Rosel
  • Jaime Arnau
  • Pilar Jara

Abstract

No abstract is available for this item.

Suggested Citation

  • Jesús Rosel & Jaime Arnau & Pilar Jara, 1998. "Relationship between the Mean and the Constant in a Box–Jenkins Time Series Model," Quality & Quantity: International Journal of Methodology, Springer, vol. 32(2), pages 155-163, May.
    • Handle: RePEc:spr:qualqt:v:32:y:1998:i:2:p:155-163
    DOI: 10.1023/A:1004200515015
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1004200515015
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1004200515015?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Mills,Terence C., 1991. "Time Series Techniques for Economists," Cambridge Books, Cambridge University Press, number 9780521405744, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jesús Rosel & Pilar Jara & Jaime Arnau, 2002. "Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model," Quality & Quantity: International Journal of Methodology, Springer, vol. 36(4), pages 411-425, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Simon DeDeo, 2016. "Conflict and Computation on Wikipedia: A Finite-State Machine Analysis of Editor Interactions," Future Internet, MDPI, vol. 8(3), pages 1-23, July.
    2. Nada Kulendran & Kevin K.F. Wong, 2009. "Predicting Quarterly Hong Kong Tourism Demand Growth Rates, Directional Changes and Turning Points with Composite Leading Indicators," Tourism Economics, , vol. 15(2), pages 307-322, June.
    3. Lami, Endrit & Imami, Drini & Kächelein, Holger, 2016. "Fuelling political fiscal cycles by opportunistic privatization in transition economies: The case of Albania," Economic Systems, Elsevier, vol. 40(2), pages 220-231.
    4. Orlando, Giuseppe, 2022. "Simulating heterogeneous corporate dynamics via the Rulkov map," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 32-42.
    5. Endrit Lami, 2023. "Political Budget Cycles in the Context of a Transition Economy: The Case of Albania," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(2), pages 221-262, June.
    6. Imami, Drini & Lami, Endrit & Pojani, Dorina, 2022. "Informal construction as political currency: A theory of ‘election-driven informality’," Land Use Policy, Elsevier, vol. 112(C).
    7. Bi, Kaiming & Chen, Yuyang & Zhao, Songnian & Ben-Arieh, David & (John) Wu, Chih-Hang, 2020. "A new zoonotic visceral leishmaniasis dynamic transmission model with age-structure," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
    8. Eunjoo Yang & Hyun Woo Park & Yeon Hwa Choi & Jusim Kim & Lkhagvadorj Munkhdalai & Ibrahim Musa & Keun Ho Ryu, 2018. "A Simulation-Based Study on the Comparison of Statistical and Time Series Forecasting Methods for Early Detection of Infectious Disease Outbreaks," IJERPH, MDPI, vol. 15(5), pages 1-18, May.
    9. Hella, Heikki, 2003. "On robust ESACF identification of mixed ARIMA models," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2003_027, July.
    10. repec:prg:jnlpep:v:preprint:id:631:p:1-19 is not listed on IDEAS
    11. Ikechukwu Kelikume, 2014. "Interest Rate Chanel of Monetary Transmission Mechanism: Evidence from Nigeria," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 97-107.
    12. Vladan Ivanovic & Endrit Lami & Drini Imami, 2023. "Political Budget Cycles in Early Versus Regular Elections: The Case of Serbia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 551-581, September.
    13. Huanan Zhang & Cong Shi & Chao Qin & Cheng Hua, 2016. "Stochastic regret minimization for revenue management problems with nonstationary demands," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(6), pages 433-448, September.
    14. Bate He & Eisuke Kita, 2021. "The Application of Sequential Generative Adversarial Networks for Stock Price Prediction," The Review of Socionetwork Strategies, Springer, vol. 15(2), pages 455-470, November.
    15. Yuchen Jiang & Juan Xu & Siqian Shen & Cong Shi, 2017. "Production planning problems with joint service-level guarantee: a computational study," International Journal of Production Research, Taylor & Francis Journals, vol. 55(1), pages 38-58, January.
    16. Lami, Endrit & Imami, Drini & Pugh, Geoffrey & Hashi, Iraj, 2021. "Fiscal performance and elections in the context of a transition economy," Economic Systems, Elsevier, vol. 45(2).
    17. Goran Maksimović & Srđan Jović & David Jovović & Marina Jovović, 2019. "RETRACTED ARTICLE: Analyses of Economic Development Based on Different Factors," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1103-1109, March.
    18. Zihao Zhang & Bryan Lim & Stefan Zohren, 2021. "Deep Learning for Market by Order Data," Papers 2102.08811, arXiv.org, revised Jul 2021.
    19. Pourghorban, Mojtaba & Mamipour, Siab, 2020. "Modeling and Forecasting the Electricity Price in Iran Using Wavelet-Based GARCH Model," MPRA Paper 115042, University Library of Munich, Germany.
    20. Dat-Dao Nguyen & Dennis Kira, 2018. "Forecasting a Mix of Temporal and Non-Temporal Economic Variables with a Mixture-of-Experts Neural Network," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(8), pages 141-141, August.
    21. Benjamin Adelwini Bugri & Appiah Michael & School of Management Science & Engineering Department of Finance & Economics Jiangsu University Zhenjiang, Jiangsu, China & Emmanuel Awusi Arthur, 2019. "Investigating the Impact of Sustainable Procurement on Economic Growth and Development," Journal of Accounting, Business and Finance Research, Scientific Publishing Institute, vol. 5(2), pages 67-76.

    More about this item

    Keywords

    time series; Box–Jenkins models;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:qualqt:v:32:y:1998:i:2:p:155-163. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.