A Bootstrap Method for Box-Jenkins Models with Application on Brent Crude Oil Prices per Barrel

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PJST18_2_88_AOA_DANiel_2017.pdf (1.54 MB)

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2017-10-10

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Akama University USA

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Keywords

autocorrelation, partial autocorrelation, autoregressive integrated moving average, ARIMA, autoregressive moving average, ARMA, autoregressive

Citation

Adejumo, A.O. and Daniel, J. (2017). “A Bootstrap Method for Box-Jenkins Models with Application on Brent Crude Oil Prices per Barrel”. Pacific Journal of Science and Technology. 18(2):88-109. Published by Akama University USA. http://www.akamaiuniversity.us/PJST18_2_88.pdf

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http://hdl.handle.net/123456789/1453

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