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

Dominique Desbois ()

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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.

Keywords: Série chronologique; méthode de Box et Jenkins; processus ARIMA; prix des produits agricoles; logiciel statistique (search for similar items in EconPapers)
Date: 2005
Note: View the original document on HAL open archive server: https://hal.science/hal-03129806v1
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Published in La revue MODULAD, 2005, 33

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03129806

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