Time Series Forecasting by using Box-Jenkins Method
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Published:
Jul 22, 2019
Keywords:
Time Series Forecasting Box-Jenkins Method ARIMA Model
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Abstract
Time series forecasting by Box-Jenkins method using ARIMA model is a highly accurate forecasting method. Because of need to stationary properties checking of the time series from autocorrelation function (ACF) and partial autocorrelation function (PACF). To determine the forecasting models, parameter estimation and select the appropriate model for time series forecasting in the future to result in the forecast least errors.
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How to Cite
Muangkhoua, S. (2019). Time Series Forecasting by using Box-Jenkins Method. Vajira Medical Journal : Journal of Urban Medicine, 63(Supplement), S185-S192. Retrieved from https://he02.tci-thaijo.org/index.php/VMED/article/view/204691
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References
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2. Wei WWS. Time series analysis: Univariate and multivariate method. Addison Wesley Pub; 1990.
3. K. Vanichbuncha. Statistical data analysis with excel Bangkok: Samlada Part., Ltd; 2009.
4. K. Vanichbuncha. Using SPSS for windows to analyze data, 15th ed. Bangkok: Dharmasarn Co., Ltd;2009.
5. S. Suwannawong. Techniques of forecasting quantitative. Nakornpathom: Mahidol University Publishing; 2013.
6. Haward J. Weiss, Mark E. Gershon. Production and operations management, 2nd ed. Allyn and Bacon; 1993.
7. V. Lorchirachoonkul, J. Jitthavech. Forecasting techniques. 3rd ed. Bangkok: Project to promote academic documents, National Institute of Development Administration (NIDA); 2005.
8. S. Taesombat. Forecasting quantitative. Bangkok: Kasetsart University Publishing Center; 2006.
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10. Lütkepohl H, Kratzig M. Applied time series econometrics. Cambridge, England: University Press; 2004.
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12. Brockwell PJ, Davis RA. Introduction to time series and forecasting, 2nd ed. New York, United States of America: Springer-Verlag Inc; 2002.
13. Chatfield C. Time-series forecasting. Chapma Hall/CRC; 2000.
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15. Box GEP, Jenkins GM, Reinsel GC. Time series analysis: forecasting and control. 3rd ed. New Jersey: Prentice Hall; 1994.
16. Office of Agricultural Economics. Monthly agricultural product prices: crossbred pigs weighing 100 kg or more. Available: http://www.oae.go.th/monthlyprice.html, Retrieved April 19, 2018.