@article{RO_1989__23_2_113_0,
author = {Anderson, Oliver D.},
title = {Analysing time series for forecasting (a personal view)},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {113--150},
publisher = {EDP-Sciences},
volume = {23},
number = {2},
year = {1989},
mrnumber = {1016136},
zbl = {0672.62098},
language = {en},
url = {http://archive.numdam.org/item/RO_1989__23_2_113_0/}
}
TY - JOUR AU - Anderson, Oliver D. TI - Analysing time series for forecasting (a personal view) JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 1989 SP - 113 EP - 150 VL - 23 IS - 2 PB - EDP-Sciences UR - http://archive.numdam.org/item/RO_1989__23_2_113_0/ LA - en ID - RO_1989__23_2_113_0 ER -
Anderson, Oliver D. Analysing time series for forecasting (a personal view). RAIRO - Operations Research - Recherche Opérationnelle, Tome 23 (1989) no. 2, pp. 113-150. http://archive.numdam.org/item/RO_1989__23_2_113_0/
, Time Series Analysis and Forecasting: The Box-Jenkins Approach, Butterworths, London, 1975. | MR | Zbl
, Box-Jenkins in Government: A Development in Official Forecasting, Statistical News, Vol. 32, 1976 a, pp. 14-20.
, Some Methods in Time Series Analysis, Mathematical Scientist, Vol. 1, 1976 b, pp. 27-41. | Zbl
, Time Series Analysis and Forecasting: A Further Look at the Box-Jenkins Approach, Cahiers du CERO, Vol. 19, 1977, pp. 223-256. | MR | Zbl
, Editor Forecasting, North-Holland, Amsterdam & New York. 1979 a. | Zbl
, Some Sample Autovariance Results for a Once Integrated qth-order Moving Average Process, Statistica, Vol. 39, 1979 b, pp. 287-299. | MR | Zbl
, Formulae for the Expected Values of the Sampled Variance and Covariances from Series Generated by General Autoregressive Integrated Moving Average Processes of Order (p, d, q), Sankhya B, Vol. 41, 1979 c pp. 177-195. | MR | Zbl
, The Autocovariance Structures Associated with General Unit Circle Nonstationary Factors in the Autoregressive Operators of otherwise Stationary ARMA Time Series Models, Cahiers du CERO, Vol. 21, 1979 d, pp. 221-237. | MR | Zbl
, On Warming-up Time Series Simulations Generated by Box-Jenkins Models, J. Opl Res. Soc, Vol. 30, 1979 e, pp. 587-589. | Zbl
, Serial Dependence Properties of Linear Processes, J. Opl Res. Soc., Vol. 31, 1980, pp. 905-917. Correction, Vol. 35, 1984 p. 171. | MR | Zbl
, On Forecasting Certain Misspecified Models, J. Information & Optimization Sciences, Vol. 2, 1981 a, pp. 236-240. | Zbl
, Covariance Structure of Sampled Correlations from ARUMA Models, In Time Series Analysis, O. D. ANDERSON and M. R. PERRYMAN Eds., North-Holland, Amsterdam & New York, 1981 b, pp. 3-26. | Zbl
, The Serial Correlation Structure for a Random Process with Steps, Metrika, Vol. 36, 1988 pp. 349-376. | MR | Zbl
, Time Series Analysis and Forecasting: A Fresh Look at Time Domain Modelling, 1989 a, in preparation. | Zbl
, More Serial Dependence Properties for Linear Processes, 1989 b, in preparation. | Zbl
and , On Discriminating Between IMA (1,1) and ARMA (1,1) Processes: Some Extensions to a Paper by Wichern, Statistician, Vol. 28, 1979, pp. 119-133.
and , Distinguishing Between IMA (1,1) and ARMA (1,1) Models: A Large Scale Simulation Study ofTwo Particular Box-Jenkins Time Processes, in Time Series,O. D. ANDERSON Ed., North-Holland, Amsterdam & New York, 1980 a, pp. 15-40. | Zbl
and , Distinguishing certain Stationary Time Series Models from their Nonstationary Approximations and Improved Box-Jenkins Forecasting, in Analysing Time Series, O. D. ANDERSON Ed., North-Holland, Amsterdam & New York, 1980 b, pp. 21-42. | MR | Zbl
, On the Theoretical Specification and Sampling Properties of Autocorrelated Time Series, Supplement J. Roy. Statist. Soc. B, Vol. 8, 1946, pp. 27-41. Correction, Vol. 10, 1948, pp. 1. | MR | Zbl
and , An Analysis of Transformations, J. Roy. Statist. Soc. B, Vol. 26, 1964, p. 211-243. | MR | Zbl
and , Time Series Analysis, Forecasting and Control, Revised Edition, Holden-Day, San Franciso, 1976. | MR | Zbl
and , Intervention Analysis with Applications to Economic and Environmental Problems, J. Amer. Statist. Assoc., Vol. 70, 1975, pp. 70-90. | MR | Zbl
and , Forecasting Economic Time Series, Academic Press, New York, 1977, Second Edition, 1986. | Zbl
, Note on Bias in the Estimation of Autocorrelation, Biometrika, Vol. 41, 1954, pp. 403-404. | MR | Zbl
and , Some Empirical Tests of the Political Business Cycle, Working Paper No 85-10, Division of Management Science, The Pennsylvania State University, 1985.
, The Analysis of Multivariate Time Series Applied to Problems in Hydrology, J. Hydrology, Vol. 36, 1978, pp. 327-352.
, and , A Time Series Analysis of Aggregate Merger Activity, Review of Economics and Statistics Vol. 65, 1983, pp. 423-430.
, Applied Time Series Analysis for Managerial Forecasting. Holden-Day, San Francisco, 1973. | Zbl
, The Principles of the Box-Jenkins Approach, Opl Res. Quarterly, Vol. 26, 1975, pp. 397-412. | Zbl
, Statistical Computing Software Review on "Autobox (Version 1.02)", American Statistician, Vol. 40, 1986, pp. 299-301.
and , Forecasting Using Automatic Identification Procedures: A Comparative Analysis, Working Paper No 86-3, Division of Management Science, The Pennsylvania State University, 1986.
and , Analysis of Telephone Data: A Case Study of Forecasting Seasonal Time Series, Bell J. Econ. Man. Sci., Vol. 2, 1971, pp. 515-541.
and , Bias of Some Commonly-Used Time Series Estimates, Biometrika, Vol. 70, 1983, p. 389-399. | MR | Zbl
, Applied Time Series and Box-Jenkins Models. Academic Press, New York, 1983. | Zbl
, The Behaviour of the Sample Autocorrelation Function for an Integrated Moving Average Process, Biometrika, Vol. 60, 1973, pp. 235-239. | Zbl
. and , An Investigation of Nonstationarity in the Market Index Using Minute-by-Minute Returns, Working Paper No 83-3, Division of Management Science, The Pennsylvania State University, 1983.
