ARIMA Models are Clicks Away

Abstract:

It is often the case that managers and social scientists are called to deal with time series. Time series analysis usually involves a study of the components of the time series and finding models that permit statistical inferences and predictions. ARIMA models are, in theory, the most general class of models for forecasting a time series. The commonly known Box-Jenkins approach to ARIMA model building is an iterative process. To facilitate the iterative process and to relieve the boredom of computational errands, we have developed an assistor for building ARIMA models. The assistor is implemented in Java with embedded R for statistical functions. With the help of the assistor ARIMA models for time series are few clicks away, thus enabling users to focus their efforts on the decision problems at hand.

• Periodical: Applied Mechanics and Materials (Volumes 411-414)
• Pages: 1129-1133
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.411-414.1129
• Online since: September 2013
• Authors: Chien Ho Wu
• Keywords: Arima, Java, R, Time Series

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