Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Analysis of Money Supply Data by the Box-Jenkins Techniques A Case Study of Seasonal Time Series

  • Kim, K. M. (Professors at the Korea University) ;
  • Kim, Y. H. (Professors at the Korea University) ;
  • Park, C. J. (Professor at the San Diego State University) ;
  • Shin, H. P. (Professors at the Korea University)
  • Published : 1980.06.01
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Abstract

This paper illustrates the application of the Box-Jenkins techniques for analyzing the monthly data of money supply from January 196 to December 1977 of Korea.

Keywords

References

  1. Time-Series Analysis, Forecasting and Control Box,G.E.P.;Jenkins,G.M.
  2. Journal of Royal Stat. Soc., Series A Box-Jenkins seasonal forecasting Chatfield,C.;Prothero,D.L.