"How to use Akaike Criterion to Automatically Specify and Construct Box Jenkins Models" by Ali M Fatemi

Selected Works of Ali M Fatemi

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How to use Akaike Criterion to Automatically Specify and Construct Box Jenkins Models

Journal of Business Forecasting (1982)

Ali M Fatemi, DePaul University
James S Ang, Florida State University
Jess H Chua, University of Calgary

Disciplines

Finance and Financial Management

Publication Date

1982

Citation Information

Ali M Fatemi, James S Ang and Jess H Chua. "How to use Akaike Criterion to Automatically Specify and Construct Box Jenkins Models" Journal of Business Forecasting Vol. 1 Iss. 3 (1982)
Available at: http://works.bepress.com/alifatemi/42/