The ARIMA Procedure

References

Box, G.E.P. and Jenkins, G.M. (1976), Time Series Analysis: Forecasting and Control, San Francisco: Holden-Day.

Cobb, G.W. (1978), "The Problem of the Nile: Conditional Solution to a Change Point Problem," Biometrika, 65, 243-251.

de Jong, P. and Penzer, J. (1998), "Diagnosing Shocks in Time Series," Journal of the American Statistical Association, Vol. 93, No. 442.

Fidley, D.F., Monsell, B.C., Bell, W.R., Otto, M.C. and Chen, B.C. (1998), "New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program," Journal of Business and Economic Statistics, 16, 127-177.

Kohn, R. and Ansley, C. (1985), "Efficient Estimation and Prediction in Time Series Regression Models," Biometrika, 72, 3, 694-697.

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