Time Series Analysis: Box/Time Series Analysis

By G. Box, G. Jenkins, G. Reinsel. 2008

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Improved multivariate portmanteau test (2012, methodology): “The model is assumed to be stationary, invertible and identifiable (Box et al., 2008, § 14.2).”
ETHICS AND METHODS FOR BIOLOGICAL RHYTHM RESEARCH ON ANIMALS AND HUMAN BEINGS (2010, methodology): “Time series data may be analyzed by a variety of statistical, e.g., autocorrelation, cross-correlation, and autoregressive integrated moving average (ARIMA), methods (Box et al., 2008; Diggle, 1990).”
On the Differences between General Cross-Lagged Panel Model and Random-Intercept Cross-Lagged Panel Model: Interpretation of Cross-Lagged Parameters and Model Choice (2020, background): “…effects), and (2) MA and CLMA terms (Zyphur et al., 2020a).3 The latter idea was motivated by vector autoregressive moving average (VARMA) models (Box et al., 2008; Browne & Nesselroade, 2005; as cited in Zyphur et al., 2020a), which helps to expand the range of dynamic processes that can be…”
Water quality management using statistical analysis and time-series prediction model (2014, methodology): “It is a score based upon mean square error and includes a penalty for number of parameters in the model and length of series (Box et al. 2008; DeLurgio 1998; McCleary and Hay 1980).”