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An introduction to Box and Jenkins' methodology: the use of ARIMA models with SPSS
[Una introducción a la metodología de Box y Jenkins: el uso de modelos ARIMA con SPSS]

Author

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  • Dominique Desbois

    (ECO-PUB - Economie Publique - INRA - Institut National de la Recherche Agronomique - AgroParisTech)

Abstract

This note introduces the beginner user to the implementation of the procedures of the Time Series module of the SPSS for Windows software corresponding to the Box and Jenkins methodology for modelling from ARIMA processes. This implementation concerns the analysis and forecasting of the price of agricultural products, in particular that of common wheat. The listing of each statistical analysis procedure is commented by the presentation of the form and the interpretation of the results obtained.

Suggested Citation

  • Dominique Desbois, 2005. "An introduction to Box and Jenkins' methodology: the use of ARIMA models with SPSS [Una introducción a la metodología de Box y Jenkins: el uso de modelos ARIMA con SPSS]," Post-Print hal-03129806, HAL.
    • Handle: RePEc:hal:journl:hal-03129806
    Note: View the original document on HAL open archive server: https://hal.science/hal-03129806
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