An automatic procedure for Box-Jenkins model building |
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| Authors: | G. Libert |
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| Affiliation: | Faculté polytechnique, Rue de Houdain 9, B.7000 Mons, Belgium |
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| Abstract: | CAPRI is a fully automatic procedure which quickly builds Box-Jenkins model and satisfactory forecasts. Its main peculiarity relies on the selection of the most recent values of the series for which all the statistical assumptions are checked.The fitted model can also be controlled and updated when new data are available. |
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