This paper presents time-series forecasts for end-use categories of U.S. merchandise exports. Both the basic principles of end-use accounting and the fundamental methods of Box-Jenkins time-series ...

This example uses the Series J data from Box and Jenkins (1976). First the input series, X, is modeled with a univariate ARMA model. Next, the dependent series, Y, is cross correlated with the input ...

Time series analysis of unstable series such as raw material prices contains several methodological pitfalls. These are illustrated by a survey of the Box-Jenkins method of analysis applied to 12 ...