Cook T, Falchi P, 1981, "Time-series modelling in a regional economy: an exposition of Box - Jenkins techniques" Environment and Planning A 13(5) 635 – 644
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Time-series modelling in a regional economy: an exposition of Box - Jenkins techniques
T Cook, P Falchi
Received 18 August 1980
Abstract. Box - Jenkins techniques are shown to be a useful tool for analyzing regional economic activity. This paper identifies temporal, spatial, and causal properties derived from these techniques. A case study is presented illustrating the univariate, transfer-function, multivariate, and multivariate transfer-function methods with household formation and employment time-series data.
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