In my forecasting class this week, I’m starting to cover ARIMA models, also known as Box-Jenkins models.
Last week George Box died. He had been active to the end, and his career covered a very wide variety of statistical science. Particularly notable is that his work was heavily applied, not just a set of theorems and methods that might or might not have general applicability.
There’s a good remembrance of Box – better than I could do, by far -- by Rob J. Hyndman here: http://robjhyndman.com/hyndsight/gepbox/
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