On the automation of the Box-Jenkins modeling procedures
Subtitle: an algorithm with an empirical test
By: William S. Hopwood
Contributors: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers -- no. 500; Faculty working papers -- no. 500.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1978
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 11
Other titles: Box-Jenkins modeling procedures.
Description: "The study presented a univariate stochastic modeling algorithm (USA) for purposes of the Box-Jenkins modeling of one variable time series via a fully automatic process. The algorithm was programmed for the computer and tested empirically. It was found that USA forecasts were not statistically different than those generated by conventional modeling procedures."

"The results indicate that there is evidence that the Box-Jenkins modeling process can be fully automated. It is felt that the use of USA can (1) increase the reproducibility of research, (2) save time, (3) be used as a "black box" by the statistically untrained, and (4) make explicit the assumptions employed in the modeling process."
Notes: Includes bibliographical references (leaf 11).