References (ARIMA command)

Akaike, H. 1974. A new look at the statistical model identification. IEEE Transaction on Automatic Control, AC–19, 716-723.

Box, G. E. P., and G. C. Tiao. 1975. Intervention analysis with applications to economic and environmental problems. Journal of the American Statistical Association, 70:3, 70-79.

Cryer, J. D. 1986. Time series analysis. Boston, Mass.: Duxbury Press.

Harvey, A. C. 1981. The econometric analysis of time series. Oxford: Philip Allan.

Harvey, A. C. 1981. Time series models. Oxford: Phillip Allan.

Kohn, R., and C. Ansley. 1985. Efficient estimation and prediction in time series regression models. Biometrika, 72:3, 694-697.

Kohn, R., and C. Ansley. 1986. Estimation, prediction, and interpolation for ARIMA models with missing data. Journal of the American Statistical Association, 81, 751-761.

McCleary, R., and R. A. Hay. 1980. Applied time series analysis for the social sciences. Beverly Hills, Calif.: Sage Publications.

Melard, G. 1984. A fast algorithm for the exact likelihood of autoregressive-moving average models. Applied Statistics, 33:1, 104-119.

Schwartz, G. 1978. Estimating the dimensions of a model. Annals of Statistics, 6, 461-464.