Tag Archives: time series regression

Comparative Performance between the Box – Jenkins and Time Series Regression Models (Published)

This work compared the performance of the Box-Jenkins and time series regression models. The two methods were theoretically presented. Data was also collected for fitting the models. Three test measures were used for the comparative analysis. The results showed that the time series regression model performs better than the Box-Jenkins model.

 

Keywords: Arima models., Autocorrelation Function, Partial Autocorrelation Function, time series regression, white noise process