Displaying 1 result from an estimated 1 matches for "makradakis".
2011 Jul 07
1
Discussion on time series analysis and the use and misuse of Differencing
How does the R module ARIMA account for unspecified deterministic structure
such as seasonal pulses, level shifts, local time trends and regular pulses
without needing to ask the user to intervene to specify this?
I have attached a Makradakis paper which hammers Box-Jenkins approach to
this problem of nonstationarity. I have also included a recent discussion
from stackexchange which you might find even more interesting.
http://stats.stackexchange.com/questions/12651/box-jenkins-model-selection/12662#12662
http://www.insead.edu/facult...