参考 - 时间序列
    

[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.

致谢

ARIMA 算法基于 Iowa State University 的 William Q. Meeker, Jr. 教授（[8]、[9]）编写的 TSERIES 包中的拟合例程。感谢 Meeker 教授帮助为 Minitab 改编其例程。