References - Time Series
 

[1]    B.L. Bowerman and R. T. O' Connell (1993). Forecasting and Time Series: An Applied Approach, 3rd edition. Duxbury Press.

[2]    G.E.P. Box and G.M. Jenkins (1994). Time Series Analysis: Forecasting and Control, 3rd Edition. Prentice Hall.

[3]    J.D. Cryer (1986). Time Series Analysis. Duxbury Press.

[4]    N.R. Farnum and L.W. Stanton (1989). Quantitative Forecasting Methods. PWS-Kent.

[5]    G.M. Ljung and G.E.P. Box (1978). "On a Measure of Lack of Fit in Time Series Models," Biometrika, 65, 67-72.

[6]    S. Makridakis, S.C. Wheelwright, and R. J. Hyndman (1998). Forecasting: Methods and Applications. Wiley.

[7]    D.W. Marquardt (1963). "An Algorithm for Least Squares Estimation of Nonlinear Parameters," Journal Soc. Indust. Applied Mathematics, 11, 431-441.

[8]    W.Q. Meeker, Jr. (1977). "TSERIES-A User-oriented Computer Program for Identifying, Fitting and Forecasting ARIMA Time Series Models," ASA 1977 Proceedings of the Statistical Computing Section.

[9]    W.Q. Meeker, Jr. (1977). TSERIES User's Manual, Statistical Laboratory, Iowa State University.

[10]    W. Vandaele (1983). Applied Time Series and Box-Jenkins Models. Academic Press, Inc.

Acknowledgment

The ARIMA algorithm is based on the fitting routine in the TSERIES package written by Professor William Q. Meeker, Jr., of Iowa State University [8], [9]. We are grateful to Professor Meeker for his help in the adaptation of his routine to Minitab.